+3,246.2%
TSM vs NCLH
-38.0%
+3,284.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | -6.5% | +9.2% | +3.9% |
| 30D | +3.6% | -23.3% | +26.9% | +8.4% |
| 3M | -3.4% | -18.6% | +15.2% | -0.4% |
| 6M | +20.6% | -26.2% | +46.9% | +26.1% |
| YTD | +41.9% | -30.2% | +72.1% | +48.9% |
| 1Y | +84.4% | -39.2% | +123.5% | +97.1% |
| 3Y | +380.2% | -5.1% | +385.3% | +362.6% |
| 5Y | +275.3% | -36.8% | +312.1% | +266.5% |
| 10Y | +1,751.4% | -56.3% | +1,807.7% | +1,624.2% |
| All | +3,246.2% | -38.0% | +3,284.2% | +2,847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling