+114.9%
TT vs HALO
+177.6%
-62.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | -3.4% | +2.4% | -0.6% |
| 30D | -8.9% | +4.3% | -13.2% | -9.3% |
| 3M | -1.8% | +51.8% | -53.6% | -6.5% |
| 6M | +1.9% | +57.8% | -55.9% | -3.6% |
| YTD | +13.8% | +59.0% | -45.2% | +7.7% |
| 1Y | +6.1% | +41.2% | -35.0% | +1.5% |
| All | +114.9% | +177.6% | -62.6% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling