+637.8%
TSEM vs HALO
+177.6%
+460.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.9% |
| 7D | +0.9% | -3.4% | +4.3% | +1.4% |
| 30D | -16.6% | +4.3% | -20.9% | -17.2% |
| 3M | -10.9% | +51.8% | -62.7% | -16.2% |
| 6M | +78.0% | +57.8% | +20.2% | +66.1% |
| YTD | +77.2% | +59.0% | +18.2% | +65.1% |
| 1Y | +207.6% | +41.2% | +166.4% | +190.4% |
| All | +637.8% | +177.6% | +460.3% | +523.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling