+26.1%
COHR vs TD
+55.6%
-29.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.0% | -9.0% | -7.6% |
| 7D | -28.4% | -3.2% | -25.2% | -24.7% |
| 30D | -49.8% | +4.9% | -54.7% | -52.6% |
| 3M | -48.3% | +2.3% | -50.6% | -49.2% |
| 6M | -49.4% | +17.8% | -67.2% | -59.3% |
| YTD | -8.0% | +33.5% | -41.5% | -38.2% |
| 1Y | +26.1% | +55.9% | -29.8% | -32.2% |
| All | +26.1% | +55.6% | -29.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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