+407.0%
TSM vs NCLH
-10.5%
+417.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | +4.8% | -4.6% | +9.4% | +6.0% |
| 30D | +4.0% | -19.9% | +24.0% | +9.6% |
| 3M | +2.0% | -22.0% | +23.9% | +7.2% |
| 6M | +25.5% | -28.3% | +53.8% | +33.9% |
| YTD | +44.0% | -33.5% | +77.5% | +55.0% |
| 1Y | +75.4% | -41.5% | +116.9% | +93.7% |
| All | +407.0% | -10.5% | +417.5% | +386.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling