+31.1%
POET vs TMF
-86.2%
+117.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -3.6% |
| 7D | +9.7% | -0.9% | +10.6% | +9.8% |
| 30D | -6.5% | -1.0% | -5.6% | -6.5% |
| 3M | -25.7% | -11.3% | -14.4% | -25.2% |
| 6M | +19.6% | -22.7% | +42.3% | +21.4% |
| YTD | +26.4% | -17.3% | +43.7% | +27.8% |
| 1Y | +50.1% | -22.5% | +72.6% | +52.2% |
| 3Y | +127.9% | -43.2% | +171.1% | +132.9% |
| 5Y | -5.9% | -88.3% | +82.4% | -0.9% |
| 10Y | +31.1% | -86.0% | +117.2% | +24.7% |
| All | +31.1% | -86.2% | +117.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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