+129.9%
POET vs TAP
-33.0%
+162.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.8% |
| 7D | +9.7% | -5.1% | +14.8% | +9.3% |
| 30D | -6.5% | -8.4% | +1.9% | -7.1% |
| 3M | -25.7% | -3.9% | -21.8% | -25.7% |
| 6M | +19.6% | -14.4% | +34.0% | +21.0% |
| YTD | +26.4% | -14.7% | +41.1% | +27.7% |
| 1Y | +50.1% | -18.7% | +68.8% | +53.0% |
| All | +129.9% | -33.0% | +162.9% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling