+180.8%
TYL vs HALO
+766.1%
-585.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.3% | -19.9% | +24.2% | +8.3% |
| 30D | +28.0% | -6.7% | +34.7% | +29.1% |
| 3M | +32.3% | +0.4% | +32.0% | +31.6% |
| 6M | +29.9% | +60.6% | -30.7% | +17.9% |
| YTD | -7.1% | +53.0% | -60.1% | -15.2% |
| 1Y | -9.2% | +51.4% | -60.6% | -17.1% |
| 3Y | +0.7% | +176.5% | -175.7% | -21.9% |
| 5Y | -21.1% | +169.7% | -190.8% | -39.7% |
| 10Y | +180.8% | +747.6% | -566.8% | +75.1% |
| All | +180.8% | +766.1% | -585.3% | +75.1% |
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