+116.8%
TSEM vs HALO
+2,426.8%
-2,310.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | +4.7% | -2.1% | +6.8% | +5.0% |
| 30D | -14.2% | +4.6% | -18.9% | -14.9% |
| 3M | -5.0% | +50.2% | -55.3% | -10.9% |
| 6M | +87.6% | +57.6% | +30.0% | +74.5% |
| YTD | +84.4% | +59.6% | +24.9% | +71.1% |
| 1Y | +235.4% | +41.2% | +194.2% | +216.2% |
| 3Y | +668.0% | +178.9% | +489.1% | +538.2% |
| 5Y | +644.7% | +160.1% | +484.7% | +514.1% |
| 10Y | +1,326.7% | +967.5% | +359.2% | +838.0% |
| All | +116.8% | +2,426.8% | -2,310.0% | +0.8% |
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