-24.0%
POET vs TKO
+2,241.9%
-2,265.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -11.5% | -2.6% | -8.9% | -11.3% |
| 3M | -30.8% | -7.8% | -23.0% | -30.4% |
| 6M | +8.6% | -7.0% | +15.6% | +9.1% |
| YTD | +20.1% | -8.5% | +28.6% | +20.8% |
| 1Y | +35.7% | -1.3% | +37.0% | +35.5% |
| 3Y | +116.5% | +105.0% | +11.6% | +104.3% |
| 5Y | -8.4% | +292.9% | -301.3% | -17.5% |
| 10Y | +24.6% | +979.3% | -954.8% | +10.7% |
| All | -24.0% | +2,241.9% | -2,265.9% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling