+600.6%
TLN vs HALO
+230.4%
+370.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.9% |
| 7D | +10.9% | +0.5% | +10.4% | +10.9% |
| 30D | -6.3% | +5.0% | -11.3% | -6.6% |
| 3M | -10.7% | +53.1% | -63.8% | -13.2% |
| 6M | +1.6% | +60.8% | -59.1% | -1.6% |
| YTD | -13.1% | +60.9% | -74.0% | -15.8% |
| 1Y | -15.1% | +42.8% | -57.8% | -17.2% |
| 3Y | +495.0% | +181.3% | +313.8% | +463.3% |
| All | +600.6% | +230.4% | +370.2% | +563.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling