-72.2%
TTD vs NCLH
-38.5%
-33.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.4% |
| 7D | +6.3% | -6.5% | +12.8% | +7.3% |
| 30D | -23.9% | -23.3% | -0.6% | -21.0% |
| 3M | -31.4% | -18.6% | -12.8% | -29.1% |
| 6M | -42.7% | -26.2% | -16.4% | -40.6% |
| YTD | -62.0% | -30.2% | -31.7% | -60.6% |
| 1Y | -72.2% | -39.2% | -33.1% | -70.9% |
| All | -72.2% | -38.5% | -33.7% | -70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling