+376.4%
TTD vs HALO
+754.9%
-378.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +6.3% | +5.3% | +1.0% | +4.3% |
| 3M | -24.1% | +51.6% | -75.7% | -36.9% |
| 6M | -47.4% | +61.3% | -108.7% | -57.5% |
| YTD | -62.2% | +59.3% | -121.5% | -69.7% |
| 1Y | -68.3% | +38.3% | -106.6% | -73.3% |
| 3Y | -83.4% | +185.9% | -269.3% | -90.7% |
| 5Y | -80.3% | +159.9% | -240.2% | -88.7% |
| All | +376.4% | +754.9% | -378.5% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling