-4.5%
TT vs HALO
+92.7%
-97.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -8.5% | +0.2% | -8.7% | -8.5% |
| 30D | -12.8% | +20.3% | -33.1% | -14.3% |
| 3M | -12.9% | +56.6% | -69.5% | -17.6% |
| 6M | -15.2% | +101.9% | -117.1% | -24.3% |
| YTD | +6.2% | +93.7% | -87.5% | -3.1% |
| 1Y | -4.5% | +91.5% | -96.1% | -12.7% |
| All | -4.5% | +92.7% | -97.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling