+379.4%
TTD vs NCLH
-57.2%
+436.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | +6.3% | -6.5% | +12.8% | +8.6% |
| 30D | -23.9% | -23.3% | -0.6% | -17.0% |
| 3M | -31.4% | -18.6% | -12.8% | -26.8% |
| 6M | -42.7% | -26.2% | -16.4% | -37.9% |
| YTD | -62.0% | -30.2% | -31.7% | -58.8% |
| 1Y | -72.2% | -39.2% | -33.1% | -68.9% |
| 3Y | -81.9% | -5.1% | -76.9% | -83.3% |
| 5Y | -81.5% | -36.8% | -44.8% | -81.7% |
| All | +379.4% | -57.2% | +436.6% | +382.7% |
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 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