+302.0%
TRV vs NCLH
-56.9%
+359.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +1.9% | -4.8% | +6.7% | +2.6% |
| 30D | +1.7% | -21.7% | +23.4% | +4.9% |
| 3M | +23.9% | -22.2% | +46.1% | +27.6% |
| 6M | +26.3% | -27.5% | +53.8% | +30.4% |
| YTD | +30.8% | -33.6% | +64.4% | +35.9% |
| 1Y | +36.3% | -45.0% | +81.3% | +44.6% |
| 3Y | +145.0% | -11.0% | +156.1% | +134.9% |
| 5Y | +163.9% | -39.7% | +203.6% | +153.6% |
| All | +302.0% | -56.9% | +359.0% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling