+22.6%
POET vs TAP
-50.5%
+73.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | +3.7% | -5.3% | +8.9% | +4.8% |
| 30D | -11.5% | -7.4% | -4.2% | -10.2% |
| 3M | -30.8% | -4.9% | -25.9% | -30.6% |
| 6M | +8.6% | -14.2% | +22.8% | +11.0% |
| YTD | +20.1% | -14.8% | +34.9% | +22.6% |
| 1Y | +35.7% | -18.1% | +53.8% | +39.6% |
| 3Y | +116.5% | -32.7% | +149.2% | +132.9% |
| 5Y | -8.4% | -0.5% | -8.0% | -13.8% |
| All | +22.6% | -50.5% | +73.1% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling