+876.3%
HALO vs TCOM
-9.8%
+886.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | +5.3% | -14.4% | +19.7% | +8.0% |
| 3M | +51.6% | -17.7% | +69.2% | +55.9% |
| 6M | +61.3% | -25.1% | +86.4% | +68.5% |
| YTD | +59.3% | -45.7% | +105.0% | +74.9% |
| 1Y | +38.3% | -47.9% | +86.1% | +52.7% |
| 3Y | +185.9% | +8.9% | +176.9% | +167.4% |
| 5Y | +159.9% | +26.9% | +133.1% | +123.3% |
| All | +876.3% | -9.8% | +886.1% | +745.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling