+160.1%
HALO vs TMF
-88.0%
+248.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.7% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | +50.2% | -11.3% | +61.5% | +51.3% |
| 6M | +57.6% | -22.7% | +80.3% | +60.0% |
| YTD | +59.6% | -17.3% | +76.9% | +61.3% |
| 1Y | +41.2% | -22.5% | +63.7% | +43.2% |
| 3Y | +178.9% | -43.2% | +222.1% | +182.0% |
| 5Y | +160.1% | -88.3% | +248.4% | +152.9% |
| All | +160.1% | -88.0% | +248.0% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling