-1.9%
POET vs TXG
-62.8%
+60.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.8% |
| 7D | +0.4% | +9.5% | -9.1% | -1.8% |
| 30D | -10.4% | +18.8% | -29.1% | -14.1% |
| 3M | -29.3% | +136.1% | -165.4% | -42.6% |
| 6M | +6.9% | +235.2% | -228.4% | -20.4% |
| YTD | +25.6% | +320.5% | -294.9% | -11.6% |
| 1Y | +49.2% | +425.2% | -376.0% | -0.8% |
| 3Y | +128.4% | +42.9% | +85.6% | +76.6% |
| All | -1.9% | -62.8% | +60.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling