+821.1%
TTMI vs HALO
+2,426.8%
-1,605.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | +7.5% | -2.1% | +9.6% | +7.9% |
| 30D | -4.5% | +4.6% | -9.1% | -5.5% |
| 3M | -28.5% | +50.2% | -78.8% | -34.4% |
| 6M | +28.4% | +57.6% | -29.2% | +16.7% |
| YTD | +80.1% | +59.6% | +20.5% | +63.0% |
| 1Y | +161.0% | +41.2% | +119.9% | +141.2% |
| 3Y | +862.4% | +178.9% | +683.6% | +656.6% |
| 5Y | +812.9% | +160.1% | +652.8% | +613.0% |
| 10Y | +1,094.7% | +967.5% | +127.2% | +571.5% |
| All | +821.1% | +2,426.8% | -1,605.8% | +247.4% |
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