-45.7%
TOST vs POET
+2.9%
-48.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -8.0% | -0.5% |
| 7D | -3.4% | +5.6% | -9.0% | -3.8% |
| 30D | -2.4% | -2.1% | -0.3% | -2.5% |
| 3M | +34.6% | -48.8% | +83.5% | +39.8% |
| 6M | +15.2% | +15.8% | -0.6% | +5.8% |
| YTD | -4.4% | +25.1% | -29.5% | -13.6% |
| 1Y | -17.4% | +50.6% | -68.0% | -28.0% |
| 3Y | +54.5% | +107.9% | -53.4% | +21.0% |
| All | -45.7% | +2.9% | -48.5% | -56.4% |
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