+195.0%
COHR vs TCOM
-46.9%
+241.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.0% |
| 7D | +8.3% | -4.9% | +13.2% | +9.3% |
| 30D | -14.1% | -14.4% | +0.3% | -11.8% |
| 3M | -16.0% | -17.7% | +1.7% | -12.5% |
| 6M | +21.5% | -25.1% | +46.6% | +31.9% |
| YTD | +65.4% | -45.7% | +111.2% | +96.1% |
| 1Y | +195.0% | -47.9% | +242.9% | +245.5% |
| All | +195.0% | -46.9% | +241.9% | +245.5% |
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