+1,034.1%
TXN vs NCLH
-40.8%
+1,075.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.7% |
| 7D | +2.7% | -4.6% | +7.3% | +3.5% |
| 30D | -6.7% | -19.9% | +13.2% | -3.1% |
| 3M | -8.9% | -22.0% | +13.1% | -5.4% |
| 6M | +34.7% | -28.3% | +63.0% | +41.1% |
| YTD | +53.3% | -33.5% | +86.8% | +61.7% |
| 1Y | +45.0% | -41.5% | +86.5% | +55.8% |
| 3Y | +73.1% | -8.9% | +82.0% | +66.2% |
| 5Y | +59.9% | -40.5% | +100.4% | +56.1% |
| 10Y | +415.7% | -57.0% | +472.6% | +386.6% |
| All | +1,034.1% | -40.8% | +1,075.0% | +937.0% |
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