+15,897.7%
TSLA vs NCLH
-38.7%
+15,936.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.1% | +4.3% |
| 7D | +3.4% | -0.3% | +3.6% | +3.5% |
| 30D | +12.0% | -20.1% | +32.1% | +19.3% |
| 3M | -10.0% | -17.0% | +7.1% | -5.7% |
| 6M | -7.2% | -23.2% | +16.0% | -1.2% |
| YTD | -18.1% | -31.0% | +12.9% | -11.6% |
| 1Y | +6.3% | -37.3% | +43.5% | +17.0% |
| 3Y | +48.2% | -5.6% | +53.7% | +40.0% |
| 5Y | +46.5% | -37.0% | +83.5% | +46.4% |
| 10Y | +2,698.1% | -55.3% | +2,753.4% | +2,334.2% |
| All | +15,897.7% | -38.7% | +15,936.4% | +13,419.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling