+59.6%
TXN vs HALO
+158.6%
-99.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -2.7% | +6.7% | +4.4% |
| 30D | -2.9% | +5.3% | -8.2% | -3.8% |
| 3M | -9.1% | +51.6% | -60.7% | -15.9% |
| 6M | +36.6% | +61.3% | -24.6% | +24.7% |
| YTD | +57.5% | +59.3% | -1.8% | +44.0% |
| 1Y | +49.5% | +38.3% | +11.3% | +39.8% |
| 3Y | +76.5% | +185.9% | -109.3% | +38.3% |
| All | +59.6% | +158.6% | -99.0% | +21.4% |
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 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