-40.9%
TSCO vs NCLH
-38.5%
-2.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +0.8% | -6.5% | +7.3% | +1.4% |
| 30D | +5.5% | -23.3% | +28.8% | +8.2% |
| 3M | +20.0% | -18.6% | +38.6% | +22.1% |
| 6M | -29.8% | -26.2% | -3.5% | -28.4% |
| YTD | -28.7% | -30.2% | +1.6% | -27.1% |
| 1Y | -40.9% | -39.2% | -1.8% | -38.3% |
| All | -40.9% | -38.5% | -2.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling