-44.5%
TOST vs POET
-33.4%
-11.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +16.2% | -12.2% | +28.3% | +16.8% |
| 3M | -1.5% | -42.4% | +40.9% | +1.7% |
| 6M | +55.3% | -64.3% | +119.6% | +62.6% |
| YTD | -2.3% | -19.0% | +16.6% | -9.5% |
| 1Y | -5.5% | +9.1% | -14.7% | -15.4% |
| 3Y | +151.1% | +297.7% | -146.6% | +80.0% |
| 5Y | -27.9% | -38.2% | +10.2% | -40.5% |
| All | -44.5% | -33.4% | -11.1% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling