+124.3%
TDG vs POET
-6.5%
+130.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.1% |
| 7D | -1.9% | +0.4% | -2.2% | -1.9% |
| 30D | -7.7% | -10.4% | +2.7% | -7.5% |
| 3M | -9.3% | -29.3% | +20.0% | -8.9% |
| 6M | -9.4% | +6.9% | -16.2% | -11.7% |
| YTD | -14.3% | +25.6% | -39.8% | -17.0% |
| 1Y | -11.8% | +49.2% | -61.0% | -15.6% |
| 3Y | +52.0% | +128.4% | -76.5% | +39.5% |
| All | +124.3% | -6.5% | +130.7% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling