+181.2%
TSCO vs NCLH
-56.9%
+238.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -5.7% | -4.8% | -0.8% | -5.3% |
| 30D | -8.8% | -21.7% | +12.9% | -6.8% |
| 3M | +6.3% | -22.2% | +28.6% | +8.5% |
| 6M | -32.3% | -27.5% | -4.7% | -30.6% |
| YTD | -32.7% | -33.6% | +0.9% | -30.9% |
| 1Y | -43.7% | -45.0% | +1.3% | -41.4% |
| 3Y | -19.7% | -11.0% | -8.6% | -21.1% |
| 5Y | -11.6% | -39.7% | +28.1% | -13.4% |
| All | +181.2% | -56.9% | +238.2% | +199.0% |
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 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