+1,672.4%
HALO vs TMF
-71.6%
+1,744.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -1.6% |
| 7D | -18.1% | -8.2% | -10.0% | -19.1% |
| 30D | -8.2% | +5.3% | -13.5% | -7.5% |
| 3M | -1.1% | -8.5% | +7.4% | -2.2% |
| 6M | +41.9% | -17.2% | +59.1% | +38.4% |
| YTD | +49.6% | -23.4% | +73.0% | +44.3% |
| 1Y | +42.5% | -30.2% | +72.8% | +35.6% |
| 3Y | +170.3% | -32.9% | +203.2% | +160.2% |
| 5Y | +158.4% | -88.5% | +246.9% | +80.1% |
| 10Y | +700.2% | -82.2% | +782.4% | +608.4% |
| All | +1,672.4% | -71.6% | +1,744.0% | +2,092.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling