-5.8%
TDG vs POET
-21.9%
+16.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.9% | +0.7% |
| 7D | +7.1% | -16.4% | +23.5% | +7.0% |
| 30D | +11.4% | -37.5% | +48.9% | +11.1% |
| 3M | -4.6% | -43.1% | +38.5% | -4.8% |
| 6M | +5.8% | -31.4% | +37.2% | +4.9% |
| YTD | -8.5% | -22.9% | +14.4% | -10.8% |
| 1Y | -5.8% | -18.0% | +12.2% | -7.6% |
| All | -5.8% | -21.9% | +16.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 1y: compounded portfolio wealth divided by compounded POET 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…
1y analysis · Full analysis span regression · 6 months rolling