+196.3%
POET vs TXG
+24.6%
+171.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.3% |
| 7D | +9.7% | +9.1% | +0.6% | +7.4% |
| 30D | -6.5% | +14.9% | -21.4% | -9.7% |
| 3M | -25.7% | +120.0% | -145.7% | -38.6% |
| 6M | +19.6% | +221.8% | -202.2% | -9.9% |
| YTD | +26.4% | +312.6% | -286.2% | -10.5% |
| 1Y | +50.1% | +398.4% | -348.4% | +0.9% |
| 3Y | +127.9% | +42.1% | +85.8% | +82.1% |
| 5Y | -5.9% | -63.5% | +57.6% | -10.1% |
| All | +196.3% | +24.6% | +171.7% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling