+91.5%
TT vs HALO
+170.1%
-78.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.0% | -3.2% | +7.3% | +4.3% |
| 30D | -11.3% | -14.2% | +2.9% | -10.4% |
| 3M | -12.3% | -0.4% | -11.9% | -12.7% |
| 6M | -10.8% | +43.2% | -54.0% | -14.8% |
| YTD | +8.2% | +49.0% | -40.8% | +2.9% |
| 1Y | +1.5% | +40.8% | -39.4% | -3.0% |
| 3Y | +91.5% | +167.4% | -75.9% | +68.3% |
| All | +91.5% | +170.1% | -78.7% | +68.3% |
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