+105.2%
TQQQ vs NCLH
-40.4%
+145.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +1.5% |
| 7D | -1.9% | -4.8% | +2.9% | +1.1% |
| 30D | -4.9% | -21.7% | +16.8% | +10.5% |
| 3M | -6.4% | -22.2% | +15.8% | +7.2% |
| 6M | +44.4% | -27.5% | +71.9% | +71.7% |
| YTD | +35.2% | -33.6% | +68.8% | +64.5% |
| 1Y | +49.5% | -45.0% | +94.5% | +102.0% |
| 3Y | +250.7% | -11.0% | +261.8% | +212.7% |
| All | +105.2% | -40.4% | +145.6% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling