+365.8%
TTD vs HALO
+763.7%
-397.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +1.6% | +5.0% | -3.4% | -0.2% |
| 3M | -27.8% | +53.1% | -81.0% | -40.2% |
| 6M | -52.1% | +60.8% | -112.9% | -61.3% |
| YTD | -63.1% | +60.9% | -124.0% | -70.4% |
| 1Y | -73.1% | +42.8% | -115.8% | -77.5% |
| 3Y | -83.3% | +181.3% | -264.5% | -90.5% |
| 5Y | -80.6% | +157.6% | -238.2% | -88.8% |
| All | +365.8% | +763.7% | -397.9% | +92.8% |
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