+123.0%
POET vs TMF
-82.1%
+205.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.5% |
| 7D | +1.2% | -9.3% | +10.5% | +1.8% |
| 30D | -12.2% | +1.9% | -14.1% | -12.3% |
| 3M | -42.4% | -11.2% | -31.2% | -42.0% |
| 6M | -64.3% | -17.7% | -46.6% | -63.9% |
| YTD | -19.0% | -24.5% | +5.5% | -17.7% |
| 1Y | +9.1% | -29.4% | +38.6% | +11.2% |
| 3Y | +297.7% | -33.4% | +331.1% | +306.1% |
| 5Y | -38.2% | -88.7% | +50.5% | -35.2% |
| All | +123.0% | -82.1% | +205.1% | +103.1% |
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