+316.8%
POET vs TMF
-68.9%
+385.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.7% | +8.1% |
| 7D | +5.6% | -1.4% | +7.0% | +5.5% |
| 30D | -2.1% | -2.8% | +0.7% | -2.2% |
| 3M | -48.8% | -10.9% | -37.9% | -49.1% |
| 6M | +15.8% | -21.3% | +37.1% | +14.0% |
| YTD | +25.1% | -15.9% | +41.0% | +23.8% |
| 1Y | +50.6% | -15.7% | +66.3% | +49.1% |
| 3Y | +107.9% | -43.4% | +151.2% | +102.4% |
| 5Y | -11.0% | -87.8% | +76.7% | -23.8% |
| 10Y | +25.7% | -86.7% | +112.5% | +12.4% |
| All | +316.8% | -68.9% | +385.7% | +870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling