+95.6%
TFC vs HALO
+979.6%
-884.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | -3.4% | +5.3% | -8.7% | -4.3% |
| 3M | +0.4% | +51.6% | -51.1% | -7.0% |
| 6M | +12.7% | +61.3% | -48.6% | +3.0% |
| YTD | +5.6% | +59.3% | -53.7% | -3.5% |
| 1Y | +16.0% | +38.3% | -22.2% | +8.5% |
| 3Y | +94.0% | +185.9% | -91.9% | +53.2% |
| 5Y | +16.2% | +159.9% | -143.8% | -8.5% |
| All | +95.6% | +979.6% | -884.0% | +20.1% |
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