+76.5%
TXN vs NCLH
-10.7%
+87.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +4.0% | -4.8% | +8.8% | +5.0% |
| 30D | -2.9% | -21.7% | +18.8% | +2.1% |
| 3M | -9.1% | -22.2% | +13.1% | -5.0% |
| 6M | +36.6% | -27.5% | +64.2% | +43.9% |
| YTD | +57.5% | -33.6% | +91.1% | +67.5% |
| 1Y | +49.5% | -45.0% | +94.5% | +65.8% |
| 3Y | +76.5% | -11.0% | +87.6% | +61.1% |
| All | +76.5% | -10.7% | +87.2% | +61.1% |
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