+1,757.1%
TSM vs NCLH
-57.7%
+1,814.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | +2.6% | -6.5% | +9.2% | +3.9% |
| 30D | +1.4% | -22.1% | +23.5% | +5.9% |
| 3M | +5.0% | -18.7% | +23.7% | +8.2% |
| 6M | +24.0% | -28.4% | +52.4% | +30.3% |
| YTD | +41.6% | -34.7% | +76.3% | +50.4% |
| 1Y | +66.2% | -42.7% | +108.9% | +79.5% |
| 3Y | +398.2% | -10.6% | +408.8% | +385.2% |
| 5Y | +277.6% | -40.7% | +318.4% | +272.5% |
| All | +1,757.1% | -57.7% | +1,814.8% | +1,840.2% |
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