+51.6%
COHR vs TCOM
-39.6%
+91.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.2% | -9.1% | -6.0% |
| 7D | -18.6% | +10.7% | -29.3% | -18.9% |
| 30D | -41.5% | +10.1% | -51.6% | -41.8% |
| 3M | -39.7% | -8.9% | -30.9% | -38.6% |
| 6M | -40.9% | -19.2% | -21.7% | -36.7% |
| YTD | +5.7% | -40.6% | +46.3% | +20.2% |
| 1Y | +51.6% | -39.0% | +90.6% | +69.4% |
| All | +51.6% | -39.6% | +91.2% | +69.4% |
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