+172.6%
TTMI vs HALO
+47.3%
+125.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.4% | +8.9% |
| 7D | +5.9% | +4.6% | +1.3% | +5.5% |
| 30D | -4.3% | +31.8% | -36.1% | -7.4% |
| 3M | -32.0% | +53.9% | -85.9% | -36.8% |
| 6M | +19.5% | +57.4% | -37.9% | +8.6% |
| YTD | +82.0% | +63.7% | +18.3% | +62.7% |
| 1Y | +172.6% | +50.1% | +122.5% | +152.5% |
| All | +172.6% | +47.3% | +125.4% | +152.5% |
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