-8.4%
POET vs TMF
-88.5%
+80.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.4% | -1.6% | -4.7% |
| 7D | +3.7% | -4.8% | +8.5% | +4.2% |
| 30D | -11.5% | -4.9% | -6.6% | -11.1% |
| 3M | -30.8% | -13.4% | -17.4% | -29.9% |
| 6M | +8.6% | -23.0% | +31.6% | +11.1% |
| YTD | +20.1% | -20.2% | +40.2% | +22.4% |
| 1Y | +35.7% | -26.5% | +62.2% | +39.1% |
| 3Y | +116.5% | -45.2% | +161.7% | +124.5% |
| 5Y | -8.4% | -88.4% | +80.0% | -6.4% |
| All | -8.4% | -88.5% | +80.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling