+829.0%
TTMI vs HALO
+158.6%
+670.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.1% |
| 30D | -8.4% | +5.3% | -13.8% | -9.4% |
| 3M | -32.5% | +51.6% | -84.0% | -38.2% |
| 6M | +32.5% | +61.3% | -28.8% | +19.7% |
| YTD | +83.2% | +59.3% | +24.0% | +65.5% |
| 1Y | +161.7% | +38.3% | +123.4% | +142.5% |
| 3Y | +890.1% | +185.9% | +704.3% | +648.6% |
| All | +829.0% | +158.6% | +670.4% | +574.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling