+285.0%
TSM vs NCLH
-39.0%
+324.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 3M | +2.0% | -22.0% | +23.9% | +7.4% |
| 6M | +25.5% | -28.3% | +53.8% | +34.3% |
| YTD | +44.0% | -33.5% | +77.5% | +55.6% |
| 1Y | +75.4% | -41.5% | +116.9% | +94.2% |
| 3Y | +406.7% | -8.9% | +415.6% | +377.6% |
| 5Y | +285.0% | -40.5% | +325.4% | +266.6% |
| All | +285.0% | -39.0% | +324.0% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling