+376.4%
TTD vs POET
+30.3%
+346.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +2.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +6.3% | -10.4% | +16.7% | +6.8% |
| 3M | -24.1% | -29.3% | +5.2% | -23.3% |
| 6M | -47.4% | +6.9% | -54.3% | -50.0% |
| YTD | -62.2% | +25.6% | -87.8% | -64.6% |
| 1Y | -68.3% | +49.2% | -117.5% | -71.0% |
| 3Y | -83.4% | +128.4% | -211.9% | -86.2% |
| 5Y | -80.3% | -4.2% | -76.1% | -83.3% |
| All | +376.4% | +30.3% | +346.1% | +207.0% |
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 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