-52.1%
TSLL vs HALO
+129.5%
-181.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.7% | +11.6% | +11.0% |
| 7D | -14.3% | -20.2% | +5.9% | -10.6% |
| 30D | -6.2% | -6.8% | +0.6% | -5.2% |
| 3M | +21.2% | -0.2% | +21.4% | +20.7% |
| 6M | -36.6% | +60.5% | -97.1% | -43.3% |
| YTD | -47.8% | +52.9% | -100.7% | -53.0% |
| 1Y | -45.2% | +50.8% | -96.0% | -50.6% |
| 3Y | -3.3% | +180.6% | -183.8% | -25.9% |
| All | -52.1% | +129.5% | -181.6% | -64.2% |
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