+830.2%
COHR vs TD
+127.3%
+702.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.6% |
| 7D | +8.3% | -0.5% | +8.9% | +8.8% |
| 30D | -14.1% | -1.9% | -12.2% | -12.6% |
| 3M | -16.0% | +4.8% | -20.8% | -19.0% |
| 6M | +21.5% | +28.0% | -6.5% | +0.3% |
| YTD | +65.4% | +30.3% | +35.2% | +35.2% |
| 1Y | +195.0% | +59.8% | +135.2% | +110.6% |
| 3Y | +830.2% | +124.7% | +705.5% | +417.8% |
| All | +830.2% | +127.3% | +702.8% | +417.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling