+122.5%
POET vs TMF
-41.6%
+164.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.7% | +8.0% |
| 7D | +5.6% | -1.4% | +7.0% | +5.9% |
| 30D | -2.1% | -2.8% | +0.7% | -1.6% |
| 3M | -48.8% | -10.9% | -37.9% | -47.8% |
| 6M | +15.8% | -21.3% | +37.1% | +20.3% |
| YTD | +25.1% | -15.9% | +41.0% | +28.6% |
| 1Y | +50.6% | -15.7% | +66.3% | +54.8% |
| All | +122.5% | -41.6% | +164.1% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling