+84.4%
TSM vs NCLH
-38.5%
+122.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | -6.5% | +9.2% | +4.1% |
| 30D | +3.6% | -23.3% | +26.9% | +9.3% |
| 3M | -3.4% | -18.6% | +15.2% | -0.2% |
| 6M | +20.6% | -26.2% | +46.9% | +25.7% |
| YTD | +41.9% | -30.2% | +72.1% | +48.6% |
| 1Y | +84.4% | -39.2% | +123.5% | +96.7% |
| All | +84.4% | -38.5% | +122.9% | +96.7% |
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