-56.8%
TSLL vs HALO
+131.1%
-187.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -15.7% | +24.4% | +11.7% |
| 7D | -21.2% | -20.8% | -0.4% | -17.7% |
| 30D | -13.3% | -6.5% | -6.8% | -12.5% |
| 3M | +15.4% | +20.8% | -5.4% | +10.4% |
| 6M | -34.2% | +56.2% | -90.4% | -40.8% |
| YTD | -52.9% | +54.0% | -106.9% | -57.7% |
| 1Y | -54.3% | +51.5% | -105.9% | -58.9% |
| 3Y | -18.4% | +193.9% | -212.3% | -38.2% |
| All | -56.8% | +131.1% | -187.9% | -67.8% |
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