-41.6%
POET vs TRU
+226.0%
-267.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.5% |
| 7D | +9.7% | -6.5% | +16.2% | +11.5% |
| 30D | -6.5% | -2.5% | -4.0% | -6.3% |
| 3M | -25.7% | +10.4% | -36.1% | -29.3% |
| 6M | +19.6% | +1.6% | +17.9% | +15.8% |
| YTD | +26.4% | -9.7% | +36.1% | +26.0% |
| 1Y | +50.1% | -17.3% | +67.3% | +53.7% |
| 3Y | +127.9% | -1.8% | +129.7% | +116.0% |
| 5Y | -5.9% | -36.2% | +30.3% | +1.6% |
| 10Y | +31.1% | +143.2% | -112.1% | +5.8% |
| All | -41.6% | +226.0% | -267.6% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling