+80.5%
TSEM vs HALO
+92.7%
-12.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.3% | -10.1% | -8.9% |
| 7D | -23.1% | +0.2% | -23.3% | -23.1% |
| 30D | -40.4% | +20.3% | -60.7% | -41.8% |
| 3M | -37.9% | +56.6% | -94.5% | -42.8% |
| 6M | -30.8% | +101.9% | -132.7% | -39.3% |
| YTD | +26.7% | +93.7% | -66.9% | +13.5% |
| 1Y | +80.5% | +91.5% | -11.1% | +64.5% |
| All | +80.5% | +92.7% | -12.2% | +64.5% |
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