+1,298.9%
COHR vs TCOM
-9.8%
+1,308.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +8.3% | -4.9% | +13.2% | +10.1% |
| 30D | -14.1% | -14.4% | +0.3% | -9.8% |
| 3M | -16.0% | -17.7% | +1.7% | -11.5% |
| 6M | +21.5% | -25.1% | +46.6% | +32.3% |
| YTD | +65.4% | -45.7% | +111.2% | +99.3% |
| 1Y | +195.0% | -47.9% | +242.9% | +260.5% |
| 3Y | +830.2% | +8.9% | +821.2% | +745.5% |
| 5Y | +397.1% | +26.9% | +370.3% | +291.2% |
| All | +1,298.9% | -9.8% | +1,308.7% | +1,063.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling