-55.4%
TSLL vs HALO
+145.7%
-201.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.7% |
| 7D | +1.9% | +4.6% | -2.7% | +1.0% |
| 30D | +17.8% | +31.8% | -14.1% | +11.2% |
| 3M | -37.0% | +53.9% | -90.9% | -42.7% |
| 6M | -37.7% | +57.4% | -95.0% | -43.7% |
| YTD | -51.4% | +63.7% | -115.1% | -56.6% |
| 1Y | -23.4% | +50.1% | -73.5% | -30.4% |
| 3Y | -30.8% | +157.3% | -188.1% | -45.8% |
| All | -55.4% | +145.7% | -201.1% | -67.0% |
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