-20.8%
TSLL vs NCLH
-39.5%
+18.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +8.3% |
| 7D | +5.8% | -0.3% | +6.0% | +5.9% |
| 30D | +21.7% | -20.1% | +41.8% | +31.9% |
| 3M | -28.2% | -17.0% | -11.2% | -23.4% |
| 6M | -29.5% | -23.2% | -6.2% | -23.7% |
| YTD | -47.5% | -31.0% | -16.5% | -42.6% |
| 1Y | -20.8% | -37.3% | +16.5% | -7.7% |
| All | -20.8% | -39.5% | +18.7% | -7.7% |
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