+830.2%
COHR vs TCOM
+8.0%
+822.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +8.3% | -4.9% | +13.2% | +9.9% |
| 30D | -14.1% | -14.4% | +0.3% | -10.2% |
| 3M | -16.0% | -17.7% | +1.7% | -11.8% |
| 6M | +21.5% | -25.1% | +46.6% | +32.0% |
| YTD | +65.4% | -45.7% | +111.2% | +98.7% |
| 1Y | +195.0% | -47.9% | +242.9% | +259.4% |
| 3Y | +830.2% | +8.9% | +821.2% | +745.6% |
| All | +830.2% | +8.0% | +822.1% | +745.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling