-17.2%
TTWO vs NCLH
-8.8%
-8.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.8% | +0.4% | +6.7% |
| 7D | +7.0% | +15.8% | -8.8% | +6.1% |
| 30D | +2.7% | +25.1% | -22.4% | +1.3% |
| 3M | -13.0% | -7.3% | -5.7% | -13.1% |
| 6M | -7.2% | +8.1% | -15.4% | -7.7% |
| YTD | -18.4% | -16.7% | -1.7% | -17.6% |
| 1Y | -17.2% | -1.0% | -16.2% | -12.7% |
| All | -17.2% | -8.8% | -8.4% | -12.7% |
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