-20.8%
POET vs TAP
+15.3%
-36.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.1% |
| 7D | +5.6% | -2.3% | +7.9% | +6.0% |
| 30D | -2.1% | -2.1% | 0.0% | -1.8% |
| 3M | -48.8% | +6.6% | -55.5% | -49.8% |
| 6M | +15.8% | -11.5% | +27.3% | +17.3% |
| YTD | +25.1% | -10.3% | +35.4% | +26.2% |
| 1Y | +50.6% | -14.4% | +65.0% | +52.8% |
| 3Y | +107.9% | -28.3% | +136.2% | +117.3% |
| 5Y | -11.0% | +1.7% | -12.7% | -14.3% |
| 10Y | +25.7% | -49.2% | +74.9% | +28.4% |
| All | -20.8% | +15.3% | -36.1% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling