-20.0%
POET vs TCOM
+227.6%
-247.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.5% |
| 7D | +9.7% | -10.2% | +19.9% | +10.7% |
| 30D | -6.5% | -16.8% | +10.3% | -5.1% |
| 3M | -25.7% | -16.7% | -9.0% | -24.7% |
| 6M | +19.6% | -27.1% | +46.7% | +22.5% |
| YTD | +26.4% | -45.5% | +71.9% | +32.3% |
| 1Y | +50.1% | -45.9% | +96.0% | +57.3% |
| 3Y | +127.9% | +9.8% | +118.2% | +124.7% |
| 5Y | -5.9% | +23.8% | -29.7% | -9.4% |
| 10Y | +31.1% | -10.8% | +41.9% | +26.0% |
| All | -20.0% | +227.6% | -247.6% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling