-11.3%
TYL vs HALO
+176.9%
-188.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.7% | -4.3% |
| 7D | -7.6% | +0.5% | -8.1% | -7.6% |
| 30D | +11.3% | +5.0% | +6.3% | +10.9% |
| 3M | +14.5% | +53.1% | -38.6% | +10.6% |
| 6M | -7.1% | +60.8% | -67.9% | -10.7% |
| YTD | -23.4% | +60.9% | -84.3% | -26.2% |
| 1Y | -38.6% | +42.8% | -81.4% | -40.3% |
| 3Y | -11.3% | +181.3% | -192.6% | -20.7% |
| All | -11.3% | +176.9% | -188.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling