-1.9%
POET vs TCOM
+29.4%
-31.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +0.4% | -4.9% | +5.3% | +1.1% |
| 30D | -10.4% | -14.4% | +4.0% | -8.3% |
| 3M | -29.3% | -17.7% | -11.7% | -27.4% |
| 6M | +6.9% | -25.1% | +32.0% | +11.1% |
| YTD | +25.6% | -45.7% | +71.3% | +36.3% |
| 1Y | +49.2% | -47.9% | +97.0% | +63.1% |
| 3Y | +128.4% | +8.9% | +119.5% | +122.6% |
| All | -1.9% | +29.4% | -31.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling