+128.4%
POET vs TSLQ
-95.6%
+224.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.3% |
| 7D | +0.4% | -6.6% | +7.0% | -1.1% |
| 30D | -10.4% | -24.3% | +13.9% | -15.6% |
| 3M | -29.3% | -3.6% | -25.7% | -26.0% |
| 6M | +6.9% | -12.0% | +18.8% | +15.1% |
| YTD | +25.6% | +1.4% | +24.2% | +40.8% |
| 1Y | +49.2% | -43.6% | +92.7% | +51.6% |
| 3Y | +128.4% | -95.4% | +223.8% | +46.5% |
| All | +128.4% | -95.6% | +224.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling