-18.0%
POET vs TAP
+4.4%
-22.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.2% | -2.1% |
| 7D | -16.4% | +9.9% | -26.4% | -10.5% |
| 30D | -37.5% | +18.1% | -55.6% | -29.8% |
| 3M | -43.1% | +3.2% | -46.3% | -40.4% |
| 6M | -31.4% | +8.4% | -39.8% | -24.3% |
| YTD | -22.9% | -4.4% | -18.5% | -15.7% |
| 1Y | -18.0% | +3.2% | -21.2% | -14.8% |
| All | -18.0% | +4.4% | -22.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling