-84.0%
TTD vs NCLH
-10.5%
-73.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | -4.6% | -4.6% | 0.0% | -3.2% |
| 30D | +3.7% | -19.9% | +23.6% | +11.2% |
| 3M | -30.2% | -22.0% | -8.3% | -24.6% |
| 6M | -51.4% | -28.3% | -23.1% | -46.8% |
| YTD | -63.4% | -33.5% | -30.0% | -59.7% |
| 1Y | -73.5% | -41.5% | -32.0% | -69.7% |
| All | -84.0% | -10.5% | -73.5% | -84.9% |
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