+128.4%
POET vs TRU
-1.3%
+129.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.5% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | -10.4% | -2.0% | -8.3% | -10.4% |
| 3M | -29.3% | +18.4% | -47.8% | -32.3% |
| 6M | +6.9% | +8.9% | -2.0% | +3.3% |
| YTD | +25.6% | -8.9% | +34.5% | +26.2% |
| 1Y | +49.2% | -15.9% | +65.0% | +52.9% |
| 3Y | +128.4% | -1.1% | +129.5% | +235.0% |
| All | +128.4% | -1.3% | +129.7% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling