+537.0%
TDG vs HALO
+979.6%
-442.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.9% | -2.7% | +0.8% | -1.3% |
| 30D | -7.7% | +5.3% | -13.0% | -8.8% |
| 3M | -9.3% | +51.6% | -60.9% | -17.6% |
| 6M | -9.4% | +61.3% | -70.6% | -18.9% |
| YTD | -14.3% | +59.3% | -73.5% | -23.3% |
| 1Y | -11.8% | +38.3% | -50.1% | -18.9% |
| 3Y | +52.0% | +185.9% | -133.9% | +13.1% |
| 5Y | +128.8% | +159.9% | -31.1% | +69.0% |
| All | +537.0% | +979.6% | -442.6% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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