-51.9%
TSLL vs NCLH
+23.5%
-75.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +8.6% |
| 7D | +5.8% | -0.3% | +6.0% | +5.9% |
| 30D | +21.7% | -20.1% | +41.8% | +40.0% |
| 3M | -28.2% | -17.0% | -11.2% | -19.9% |
| 6M | -29.5% | -23.2% | -6.2% | -17.7% |
| YTD | -47.5% | -31.0% | -16.5% | -37.6% |
| 1Y | -20.8% | -37.3% | +16.5% | -1.3% |
| 3Y | -26.7% | -5.6% | -21.1% | -32.2% |
| All | -51.9% | +23.5% | -75.4% | -62.0% |
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