-8.4%
POET vs TRMB
-39.6%
+31.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.5% |
| 7D | +3.7% | -5.4% | +9.1% | +6.6% |
| 30D | -11.5% | -2.0% | -9.6% | -11.0% |
| 3M | -30.8% | +12.3% | -43.1% | -35.8% |
| 6M | +8.6% | -17.6% | +26.2% | +19.1% |
| YTD | +20.1% | -27.5% | +47.5% | +40.0% |
| 1Y | +35.7% | -29.1% | +64.8% | +61.1% |
| 3Y | +116.5% | +11.5% | +105.0% | +115.0% |
| 5Y | -8.4% | -39.5% | +31.0% | +22.0% |
| All | -8.4% | -39.6% | +31.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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