+830.2%
COHR vs TAP
-32.3%
+862.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.5% |
| 7D | +8.3% | -3.9% | +12.2% | +7.2% |
| 30D | -14.1% | -5.3% | -8.9% | -15.1% |
| 3M | -16.0% | -3.8% | -12.2% | -16.1% |
| 6M | +21.5% | -11.4% | +32.8% | +20.4% |
| YTD | +65.4% | -13.7% | +79.2% | +63.2% |
| 1Y | +195.0% | -17.2% | +212.2% | +192.0% |
| 3Y | +830.2% | -33.1% | +863.2% | +821.1% |
| All | +830.2% | -32.3% | +862.4% | +821.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling