+816.2%
TTMI vs POET
-20.5%
+836.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.3% | +3.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -8.4% | -10.4% | +1.9% | -7.9% |
| 3M | -32.5% | -29.3% | -3.1% | -31.2% |
| 6M | +32.5% | +6.9% | +25.6% | +30.0% |
| YTD | +83.2% | +25.6% | +57.7% | +78.5% |
| 1Y | +161.7% | +49.2% | +112.5% | +151.9% |
| 3Y | +890.1% | +128.4% | +761.7% | +809.2% |
| 5Y | +832.4% | -4.2% | +836.7% | +765.2% |
| 10Y | +1,115.8% | +30.3% | +1,085.4% | +968.9% |
| All | +816.2% | -20.5% | +836.7% | +577.9% |
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