+65,045.6%
COHR vs TAP
+789.2%
+64,256.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | +8.3% | -3.9% | +12.2% | +8.8% |
| 30D | -14.1% | -5.3% | -8.9% | -13.8% |
| 3M | -16.0% | -3.8% | -12.2% | -16.1% |
| 6M | +21.5% | -11.4% | +32.8% | +22.4% |
| YTD | +65.4% | -13.7% | +79.2% | +66.8% |
| 1Y | +195.0% | -17.2% | +212.2% | +198.2% |
| 3Y | +830.2% | -33.1% | +863.2% | +859.6% |
| 5Y | +397.1% | +0.8% | +396.3% | +382.8% |
| 10Y | +1,317.7% | -49.8% | +1,367.5% | +1,356.1% |
| All | +65,045.6% | +789.2% | +64,256.4% | +73,017.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling