+93.7%
TFC vs HALO
+177.6%
-83.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -2.5% | -3.4% | +0.9% | -2.1% |
| 30D | -2.8% | +4.3% | -7.1% | -3.3% |
| 3M | +2.1% | +51.8% | -49.6% | -2.9% |
| 6M | +10.1% | +57.8% | -47.7% | +4.0% |
| YTD | +5.4% | +59.0% | -53.6% | -0.6% |
| 1Y | +16.3% | +41.2% | -24.8% | +11.1% |
| All | +93.7% | +177.6% | -83.8% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling