-44.4%
TOST vs NCLH
-27.0%
-17.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -1.0% |
| 7D | +4.0% | +2.7% | +1.3% | +2.7% |
| 30D | +11.1% | +18.4% | -7.3% | +2.4% |
| 3M | +0.8% | -4.3% | +5.1% | +1.7% |
| 6M | +38.8% | +7.9% | +30.9% | +31.2% |
| YTD | -2.1% | -17.4% | +15.3% | +0.6% |
| 1Y | -6.0% | -3.4% | -2.7% | -10.9% |
| 3Y | +149.8% | +44.4% | +105.3% | +73.4% |
| 5Y | -42.8% | -33.7% | -9.1% | -47.1% |
| All | -44.4% | -27.0% | -17.4% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling