-85.1%
TTD vs NCLH
-30.1%
-55.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.6% |
| 7D | +21.3% | +0.2% | +21.0% | +21.4% |
| 30D | +28.7% | +20.8% | +8.0% | +17.8% |
| 3M | +7.7% | -8.1% | +15.8% | +11.1% |
| 6M | -23.5% | +11.8% | -35.3% | -28.6% |
| YTD | -58.7% | -19.5% | -39.2% | -57.1% |
| 1Y | -63.4% | -3.2% | -60.2% | -65.8% |
| 3Y | -75.3% | +37.1% | -112.4% | -83.2% |
| All | -85.1% | -30.1% | -55.1% | -87.5% |
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