+61.7%
POET vs TSLQ
-97.2%
+158.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -4.4% |
| 7D | +3.7% | +5.7% | -2.0% | +5.2% |
| 30D | -11.5% | -21.1% | +9.6% | -15.7% |
| 3M | -30.8% | -11.5% | -19.3% | -29.0% |
| 6M | +8.6% | -14.9% | +23.5% | +15.9% |
| YTD | +20.1% | +2.4% | +17.6% | +34.6% |
| 1Y | +35.7% | -49.8% | +85.5% | +34.4% |
| 3Y | +116.5% | -95.8% | +212.3% | +64.0% |
| All | +61.7% | -97.2% | +158.9% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling