+19.6%
POET vs TRU
+1.2%
+18.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -4.2% |
| 7D | +9.7% | -6.5% | +16.2% | +5.8% |
| 30D | -6.5% | -2.5% | -4.0% | -7.5% |
| 3M | -25.7% | +10.4% | -36.1% | -20.5% |
| 6M | +19.6% | +1.6% | +17.9% | +26.6% |
| All | +19.6% | +1.2% | +18.4% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling