-23.4%
TSLL vs NCLH
-38.5%
+15.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | +1.9% | -6.5% | +8.4% | +4.4% |
| 30D | +17.8% | -23.3% | +41.1% | +29.7% |
| 3M | -37.0% | -18.6% | -18.4% | -32.3% |
| 6M | -37.7% | -26.2% | -11.4% | -32.3% |
| YTD | -51.4% | -30.2% | -21.1% | -47.0% |
| 1Y | -23.4% | -39.2% | +15.8% | -8.6% |
| All | -23.4% | -38.5% | +15.1% | -8.6% |
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