-23.0%
TNA vs HALO
+158.6%
-181.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.3% | -2.7% | -4.6% | -5.6% |
| 30D | -14.2% | +5.3% | -19.5% | -17.1% |
| 3M | -4.6% | +51.6% | -56.1% | -28.9% |
| 6M | +36.9% | +61.3% | -24.3% | -2.6% |
| YTD | +42.5% | +59.3% | -16.7% | +1.6% |
| 1Y | +45.8% | +38.3% | +7.5% | +13.4% |
| 3Y | +104.7% | +185.9% | -81.2% | -21.3% |
| All | -23.0% | +158.6% | -181.6% | -70.3% |
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 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