+1,055.7%
TMO vs POET
-20.5%
+1,076.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.0% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +1.1% | -10.4% | +11.5% | +1.3% |
| 3M | +28.3% | -29.3% | +57.7% | +28.8% |
| 6M | +23.3% | +6.9% | +16.4% | +21.5% |
| YTD | +5.5% | +25.6% | -20.1% | +3.5% |
| 1Y | +24.5% | +49.2% | -24.6% | +21.5% |
| 3Y | +19.6% | +128.4% | -108.9% | +13.6% |
| 5Y | +8.1% | -4.2% | +12.3% | +3.3% |
| 10Y | +336.7% | +30.3% | +306.4% | +306.9% |
| All | +1,055.7% | -20.5% | +1,076.2% | +969.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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