+128.4%
POET vs TW
+19.1%
+109.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.7% |
| 7D | +0.4% | -4.5% | +4.9% | +0.9% |
| 30D | -10.4% | -2.3% | -8.1% | -10.2% |
| 3M | -29.3% | +2.6% | -31.9% | -30.7% |
| 6M | +6.9% | -17.5% | +24.4% | +12.4% |
| YTD | +25.6% | -5.3% | +30.9% | +23.8% |
| 1Y | +49.2% | -14.8% | +63.9% | +54.1% |
| 3Y | +128.4% | +18.8% | +109.6% | +140.0% |
| All | +128.4% | +19.1% | +109.4% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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