+48.2%
TTWO vs NCLH
-10.7%
+58.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +0.4% | -4.8% | +5.2% | +0.8% |
| 30D | -11.3% | -21.7% | +10.3% | -9.4% |
| 3M | +1.6% | -22.2% | +23.8% | +3.7% |
| 6M | +2.1% | -27.5% | +29.6% | +4.6% |
| YTD | -15.8% | -33.6% | +17.8% | -13.3% |
| 1Y | -12.6% | -45.0% | +32.4% | -8.2% |
| 3Y | +48.2% | -11.0% | +59.3% | +40.5% |
| All | +48.2% | -10.7% | +58.9% | +40.5% |
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 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