+49.2%
POET vs TSLQ
-49.6%
+98.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.3% |
| 7D | +0.4% | -6.6% | +7.0% | -1.5% |
| 30D | -10.4% | -24.3% | +13.9% | -17.3% |
| 3M | -29.3% | -3.6% | -25.7% | -25.3% |
| 6M | +6.9% | -12.0% | +18.8% | +17.1% |
| YTD | +25.6% | +1.4% | +24.2% | +40.1% |
| 1Y | +49.2% | -43.6% | +92.7% | +100.8% |
| All | +49.2% | -49.6% | +98.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling