-53.1%
TE vs POET
+165.0%
-218.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | 0.0% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -5.9% | -10.4% | +4.5% | -4.5% |
| 3M | -45.6% | -29.3% | -16.2% | -43.1% |
| 6M | -43.4% | +6.9% | -50.2% | -47.0% |
| YTD | -31.0% | +25.6% | -56.6% | -36.7% |
| 1Y | +145.2% | +49.2% | +96.1% | +117.5% |
| 3Y | -24.1% | +128.4% | -152.5% | -37.9% |
| 5Y | -48.1% | -4.2% | -43.9% | -56.2% |
| All | -53.1% | +165.0% | -218.1% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling