-69.7%
TTD vs NCLH
-42.6%
-27.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -7.4% | -6.5% | -0.9% | -6.5% |
| 30D | +3.0% | -22.1% | +25.1% | +6.9% |
| 3M | -27.6% | -18.7% | -8.9% | -24.7% |
| 6M | -49.5% | -28.4% | -21.1% | -47.2% |
| YTD | -63.2% | -34.7% | -28.5% | -61.4% |
| 1Y | -69.7% | -42.7% | -27.0% | -67.7% |
| All | -69.7% | -42.6% | -27.2% | -67.7% |
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 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