+1,643.1%
TSM vs NCLH
-53.4%
+1,696.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -7.3% | +20.8% | -28.1% | -10.5% |
| 3M | -7.1% | -8.1% | +1.0% | -6.1% |
| 6M | +0.2% | +11.8% | -11.6% | -2.7% |
| YTD | +32.2% | -19.5% | +51.8% | +35.0% |
| 1Y | +42.8% | -3.2% | +46.0% | +40.8% |
| 3Y | +330.4% | +37.1% | +293.3% | +289.9% |
| 5Y | +263.9% | -29.9% | +293.9% | +247.4% |
| All | +1,643.1% | -53.4% | +1,696.4% | +1,646.7% |
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 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