-72.0%
TTD vs HALO
+92.7%
-164.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +3.3% |
| 7D | +3.7% | +0.2% | +3.4% | +3.8% |
| 30D | +10.4% | +20.3% | -9.9% | +17.2% |
| 3M | -31.6% | +56.6% | -88.2% | -18.8% |
| 6M | -45.1% | +101.9% | -147.0% | -34.4% |
| YTD | -65.1% | +93.7% | -158.8% | -59.2% |
| 1Y | -72.0% | +91.5% | -163.5% | -67.3% |
| All | -72.0% | +92.7% | -164.7% | -67.3% |
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 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