+1,124.0%
TTMI vs HALO
+979.6%
+144.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.2% |
| 30D | -8.4% | +5.3% | -13.8% | -9.6% |
| 3M | -32.5% | +51.6% | -84.0% | -38.7% |
| 6M | +32.5% | +61.3% | -28.8% | +18.5% |
| YTD | +83.2% | +59.3% | +24.0% | +63.9% |
| 1Y | +161.7% | +38.3% | +123.4% | +140.7% |
| 3Y | +890.1% | +185.9% | +704.3% | +643.9% |
| 5Y | +832.4% | +159.9% | +672.5% | +598.8% |
| All | +1,124.0% | +979.6% | +144.5% | +595.8% |
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 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