+587.5%
TLN vs HALO
+227.6%
+359.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | +5.8% | -2.1% | +7.9% | +6.0% |
| 30D | -6.9% | +4.6% | -11.5% | -7.1% |
| 3M | -10.9% | +50.2% | -61.1% | -13.3% |
| 6M | -4.6% | +57.6% | -62.2% | -7.5% |
| YTD | -14.7% | +59.6% | -74.3% | -17.3% |
| 1Y | -17.9% | +41.2% | -59.1% | -19.9% |
| 3Y | +483.9% | +178.9% | +305.0% | +453.0% |
| All | +587.5% | +227.6% | +359.9% | +551.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling