-16.9%
POET vs TRMB
+214.3%
-231.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.3% |
| 7D | +17.0% | -0.3% | +17.3% | +17.1% |
| 30D | -6.7% | -1.2% | -5.5% | -6.6% |
| 3M | -32.3% | +9.6% | -41.9% | -34.8% |
| 6M | +32.3% | -16.1% | +48.4% | +39.0% |
| YTD | +31.3% | -25.0% | +56.3% | +42.4% |
| 1Y | +55.3% | -27.7% | +83.0% | +71.1% |
| 3Y | +136.8% | +15.3% | +121.5% | +129.1% |
| 5Y | -2.2% | -37.4% | +35.2% | +8.6% |
| 10Y | +34.0% | +117.5% | -83.4% | +9.0% |
| All | -16.9% | +214.3% | -231.2% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling