-48.9%
TSLL vs HALO
+126.7%
-175.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +6.0% |
| 7D | +0.5% | -22.0% | +22.5% | +5.3% |
| 30D | +2.7% | -8.5% | +11.1% | +4.0% |
| 3M | +26.3% | -0.9% | +27.2% | +25.9% |
| 6M | -37.2% | +53.1% | -90.3% | -43.3% |
| YTD | -44.2% | +51.1% | -95.3% | -49.7% |
| 1Y | -44.0% | +45.0% | -88.9% | -49.0% |
| 3Y | 0.0% | +173.0% | -172.9% | -23.0% |
| All | -48.9% | +126.7% | -175.6% | -61.7% |
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