-1.9%
POET vs TKO
+291.2%
-293.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.5% |
| 7D | +0.4% | +2.3% | -1.9% | -0.2% |
| 30D | -10.4% | -2.5% | -7.9% | -9.8% |
| 3M | -29.3% | -10.6% | -18.7% | -27.6% |
| 6M | +6.9% | -5.1% | +11.9% | +7.5% |
| YTD | +25.6% | -8.2% | +33.8% | +27.1% |
| 1Y | +49.2% | -4.4% | +53.6% | +49.1% |
| 3Y | +128.4% | +100.4% | +28.1% | +96.6% |
| All | -1.9% | +291.2% | -293.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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