+3,097.9%
TT vs HALO
+2,492.7%
+605.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | 0.0% | +4.6% | -4.6% | -0.7% |
| 30D | -7.2% | +31.8% | -39.0% | -11.2% |
| 3M | -3.0% | +53.9% | -56.9% | -9.4% |
| 6M | +1.4% | +57.4% | -56.0% | -5.9% |
| YTD | +15.9% | +63.7% | -47.8% | +6.9% |
| 1Y | +9.4% | +50.1% | -40.7% | +2.1% |
| 3Y | +124.4% | +157.3% | -33.0% | +87.8% |
| 5Y | +138.0% | +161.0% | -23.0% | +95.5% |
| 10Y | +886.4% | +1,018.7% | -132.3% | +516.8% |
| All | +3,097.9% | +2,492.7% | +605.2% | +1,318.8% |
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