+28.2%
POET vs TCOM
-9.8%
+38.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +0.4% | -4.9% | +5.3% | +1.2% |
| 30D | -10.4% | -14.4% | +4.0% | -8.1% |
| 3M | -29.3% | -17.7% | -11.7% | -27.2% |
| 6M | +6.9% | -25.1% | +32.0% | +11.7% |
| YTD | +25.6% | -45.7% | +71.3% | +37.7% |
| 1Y | +49.2% | -47.9% | +97.0% | +64.9% |
| 3Y | +128.4% | +8.9% | +119.5% | +119.6% |
| 5Y | -4.2% | +26.9% | -31.1% | -12.4% |
| All | +28.2% | -9.8% | +38.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling