+0.4%
TPR vs POET
-64.4%
+64.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.2% |
| 30D | +15.1% | -12.2% | +27.3% | +15.1% |
| 3M | +3.5% | -42.4% | +45.9% | +2.4% |
| 6M | +0.4% | -64.3% | +64.7% | -1.0% |
| All | +0.4% | -64.4% | +64.8% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling