-51.9%
TSLL vs HALO
+141.5%
-193.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.6% | +8.2% |
| 7D | +5.8% | +0.5% | +5.2% | +5.7% |
| 30D | +21.7% | +5.0% | +16.7% | +20.5% |
| 3M | -28.2% | +53.1% | -81.4% | -34.6% |
| 6M | -29.5% | +60.8% | -90.2% | -36.5% |
| YTD | -47.5% | +60.9% | -108.5% | -53.1% |
| 1Y | -20.8% | +42.8% | -63.6% | -27.3% |
| 3Y | -26.7% | +181.3% | -208.0% | -43.8% |
| All | -51.9% | +141.5% | -193.4% | -64.3% |
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 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