+127.3%
HALO vs TSLQ
-97.2%
+224.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.7% | -6.6% | +3.9% | -2.9% |
| 30D | +5.3% | -24.3% | +29.6% | +4.6% |
| 3M | +51.6% | -3.6% | +55.2% | +51.9% |
| 6M | +61.3% | -12.0% | +73.2% | +61.7% |
| YTD | +59.3% | +1.4% | +57.9% | +60.5% |
| 1Y | +38.3% | -43.6% | +81.8% | +37.4% |
| 3Y | +185.9% | -95.4% | +281.3% | +175.1% |
| All | +127.3% | -97.2% | +224.5% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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