-46.0%
TSLL vs NCLH
-8.8%
-37.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.8% | -13.1% | -8.5% |
| 7D | -9.4% | +15.8% | -25.2% | -14.3% |
| 30D | +1.6% | +25.1% | -23.5% | -6.5% |
| 3M | +29.4% | -7.3% | +36.7% | +31.8% |
| 6M | -20.1% | +8.1% | -28.3% | -23.1% |
| YTD | -44.5% | -16.7% | -27.8% | -44.5% |
| 1Y | -46.0% | -1.0% | -45.0% | -42.9% |
| All | -46.0% | -8.8% | -37.2% | -42.9% |
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 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