+500.6%
TPR vs POET
-16.9%
+517.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.7% | -3.9% |
| 7D | -3.4% | +17.0% | -20.4% | -3.9% |
| 30D | -27.3% | -6.7% | -20.6% | -27.2% |
| 3M | -16.2% | -32.3% | +16.1% | -15.5% |
| 6M | -17.9% | +32.3% | -50.2% | -21.0% |
| YTD | -7.1% | +31.3% | -38.4% | -10.8% |
| 1Y | +13.6% | +55.3% | -41.7% | +7.8% |
| 3Y | +293.7% | +136.8% | +157.0% | +254.0% |
| 5Y | +239.1% | -2.2% | +241.3% | +209.0% |
| 10Y | +311.2% | +34.0% | +277.2% | +256.7% |
| All | +500.6% | -16.9% | +517.5% | +461.2% |
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