+234.9%
TPR vs POET
-40.3%
+275.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +15.1% | -12.2% | +27.3% | +15.5% |
| 3M | +3.5% | -42.4% | +45.9% | +5.7% |
| 6M | +0.4% | -64.3% | +64.7% | +3.4% |
| YTD | +4.6% | -19.0% | +23.6% | -0.8% |
| 1Y | +33.1% | +9.1% | +24.0% | +23.3% |
| 3Y | +396.0% | +297.7% | +98.3% | +304.4% |
| All | +234.9% | -40.3% | +275.3% | +219.6% |
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