-55.4%
TSLL vs NCLH
+25.0%
-80.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | +1.9% | -6.5% | +8.4% | +6.2% |
| 30D | +17.8% | -23.3% | +41.1% | +39.1% |
| 3M | -37.0% | -18.6% | -18.4% | -28.7% |
| 6M | -37.7% | -26.2% | -11.4% | -25.3% |
| YTD | -51.4% | -30.2% | -21.1% | -42.5% |
| 1Y | -23.4% | -39.2% | +15.8% | -2.2% |
| 3Y | -30.8% | -5.1% | -25.7% | -36.1% |
| All | -55.4% | +25.0% | -80.4% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling