+148.2%
TT vs HALO
+156.4%
-8.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -6.7% | +4.6% | -11.3% | -7.3% |
| 3M | -5.4% | +50.2% | -55.7% | -11.4% |
| 6M | +4.4% | +57.6% | -53.2% | -3.1% |
| YTD | +14.9% | +59.6% | -44.6% | +6.5% |
| 1Y | +9.3% | +41.2% | -31.9% | +2.9% |
| 3Y | +121.7% | +178.9% | -57.1% | +79.7% |
| 5Y | +148.2% | +160.1% | -11.9% | +96.1% |
| All | +148.2% | +156.4% | -8.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling