+1,632.9%
TTWO vs NCLH
-42.0%
+1,674.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.6% | +3.0% |
| 7D | +1.3% | -6.5% | +7.9% | +2.0% |
| 30D | -13.4% | -22.1% | +8.7% | -11.2% |
| 3M | +3.1% | -18.7% | +21.8% | +5.0% |
| 6M | +3.8% | -28.4% | +32.2% | +6.7% |
| YTD | -15.3% | -34.7% | +19.5% | -12.4% |
| 1Y | -11.1% | -42.7% | +31.6% | -7.1% |
| 3Y | +52.0% | -10.6% | +62.6% | +47.5% |
| 5Y | +40.9% | -40.7% | +81.7% | +37.3% |
| 10Y | +407.6% | -57.8% | +465.4% | +390.7% |
| All | +1,632.9% | -42.0% | +1,674.9% | +1,640.0% |
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