-16.7%
TLN vs HALO
+47.3%
-63.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.8% |
| 7D | +7.1% | +4.6% | +2.5% | +6.6% |
| 30D | -3.9% | +31.8% | -35.7% | -6.5% |
| 3M | -16.2% | +53.9% | -70.1% | -20.0% |
| 6M | -5.8% | +57.4% | -63.2% | -10.4% |
| YTD | -15.4% | +63.7% | -79.2% | -20.3% |
| 1Y | -16.7% | +50.1% | -66.8% | -19.9% |
| All | -16.7% | +47.3% | -63.9% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling