+73.9%
POET vs TLN
+571.8%
-497.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -3.8% |
| 7D | +3.7% | +2.0% | +1.7% | +2.9% |
| 30D | -11.5% | -12.9% | +1.4% | -5.1% |
| 3M | -30.8% | -7.4% | -23.3% | -27.7% |
| 6M | +8.6% | -6.0% | +14.6% | +11.3% |
| YTD | +20.1% | -16.9% | +37.0% | +27.9% |
| 1Y | +35.7% | -22.6% | +58.3% | +50.3% |
| 3Y | +116.5% | +469.0% | -352.5% | -13.6% |
| All | +73.9% | +571.8% | -497.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling