+2,422.4%
HALO vs TKO
+3,368.0%
-945.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.7% | +2.3% | -5.0% | -3.5% |
| 30D | +5.3% | -2.5% | +7.8% | +5.9% |
| 3M | +51.6% | -10.6% | +62.2% | +56.3% |
| 6M | +61.3% | -5.1% | +66.3% | +62.3% |
| YTD | +59.3% | -8.2% | +67.5% | +61.3% |
| 1Y | +38.3% | -4.4% | +42.7% | +37.7% |
| 3Y | +185.9% | +100.4% | +85.5% | +113.5% |
| 5Y | +159.9% | +294.3% | -134.4% | +48.9% |
| 10Y | +965.6% | +983.2% | -17.6% | +259.4% |
| All | +2,422.4% | +3,368.0% | -945.7% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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