-49.1%
TSLL vs NCLH
+44.1%
-93.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.4% |
| 7D | +17.8% | +0.2% | +17.6% | +17.7% |
| 30D | +8.2% | +20.8% | -12.5% | -4.7% |
| 3M | +20.9% | -8.1% | +29.0% | +26.2% |
| 6M | -37.5% | +11.8% | -49.3% | -43.0% |
| YTD | -44.5% | -19.5% | -25.0% | -40.7% |
| 1Y | -33.0% | -3.2% | -29.7% | -37.9% |
| 3Y | -6.4% | +37.1% | -43.5% | -32.3% |
| All | -49.1% | +44.1% | -93.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling