+874.5%
HALO vs TMF
-86.4%
+960.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.1% | -0.4% |
| 7D | -3.4% | -4.8% | +1.4% | -3.5% |
| 30D | +4.3% | -4.9% | +9.2% | +4.2% |
| 3M | +51.8% | -13.4% | +65.2% | +51.4% |
| 6M | +57.8% | -23.0% | +80.8% | +57.1% |
| YTD | +59.0% | -20.2% | +79.2% | +58.4% |
| 1Y | +41.2% | -26.5% | +67.6% | +40.4% |
| 3Y | +177.8% | -45.2% | +223.0% | +173.3% |
| 5Y | +159.5% | -88.4% | +247.9% | +124.6% |
| All | +874.5% | -86.4% | +960.9% | +856.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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