+2,417.6%
HALO vs TCOM
+2,016.8%
+400.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.4% | -6.5% | +3.1% | -2.0% |
| 30D | +4.3% | -16.2% | +20.5% | +8.3% |
| 3M | +51.8% | -19.3% | +71.1% | +58.2% |
| 6M | +57.8% | -27.2% | +85.0% | +68.0% |
| YTD | +59.0% | -46.2% | +105.2% | +79.6% |
| 1Y | +41.2% | -46.6% | +87.8% | +59.6% |
| 3Y | +177.8% | +8.4% | +169.5% | +157.0% |
| 5Y | +159.5% | +25.8% | +133.6% | +114.9% |
| 10Y | +963.6% | -11.9% | +975.5% | +792.1% |
| All | +2,417.6% | +2,016.8% | +400.9% | +1,386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling