+1,282.5%
TSEM vs HALO
+979.6%
+302.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -2.7% | -2.2% | -4.3% |
| 30D | -18.7% | +5.3% | -24.1% | -19.8% |
| 3M | -18.1% | +51.6% | -69.7% | -25.8% |
| 6M | +77.1% | +61.3% | +15.8% | +57.9% |
| YTD | +80.1% | +59.3% | +20.9% | +60.7% |
| 1Y | +220.4% | +38.3% | +182.1% | +194.1% |
| 3Y | +650.1% | +185.9% | +464.2% | +454.3% |
| 5Y | +628.9% | +159.9% | +468.9% | +430.2% |
| All | +1,282.5% | +979.6% | +302.9% | +652.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling