-20.5%
POET vs TDY
+1,030.5%
-1,051.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | -10.4% | -12.0% | +1.7% | -5.8% |
| 3M | -29.3% | -3.2% | -26.1% | -28.0% |
| 6M | +6.9% | -7.9% | +14.7% | +11.6% |
| YTD | +25.6% | +18.2% | +7.4% | +20.8% |
| 1Y | +49.2% | +6.7% | +42.5% | +49.0% |
| 3Y | +128.4% | +47.5% | +80.9% | +102.9% |
| 5Y | -4.2% | +39.5% | -43.7% | -14.4% |
| 10Y | +30.3% | +477.2% | -446.9% | -13.7% |
| All | -20.5% | +1,030.5% | -1,051.0% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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