+194.8%
COHR vs TCOM
-42.5%
+237.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.9% | +7.5% | +6.8% |
| 7D | +1.0% | -9.5% | +10.5% | +2.7% |
| 30D | -14.1% | -10.7% | -3.4% | -12.5% |
| 3M | -33.2% | -14.6% | -18.6% | -30.6% |
| 6M | +2.5% | -19.3% | +21.9% | +9.1% |
| YTD | +52.7% | -42.9% | +95.7% | +79.3% |
| 1Y | +194.8% | -43.8% | +238.6% | +243.1% |
| All | +194.8% | -42.5% | +237.3% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling