-35.4%
TLT vs POET
-6.5%
-28.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -1.1% | -10.4% | +9.2% | -1.1% |
| 3M | -4.9% | -29.3% | +24.5% | -4.7% |
| 6M | -5.0% | +6.9% | -11.9% | -5.4% |
| YTD | -4.4% | +25.6% | -30.0% | -4.8% |
| 1Y | -6.4% | +49.2% | -55.5% | -7.1% |
| 3Y | -2.0% | +128.4% | -130.4% | -3.6% |
| All | -35.4% | -6.5% | -28.9% | -36.4% |
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 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