+830.2%
COHR vs TDG
+52.1%
+778.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.6% |
| 7D | +8.3% | -1.9% | +10.2% | +9.3% |
| 30D | -14.1% | -7.7% | -6.4% | -10.8% |
| 3M | -16.0% | -9.3% | -6.7% | -12.7% |
| 6M | +21.5% | -9.4% | +30.8% | +24.7% |
| YTD | +65.4% | -14.3% | +79.7% | +74.0% |
| 1Y | +195.0% | -11.8% | +206.8% | +202.2% |
| 3Y | +830.2% | +52.0% | +778.2% | +574.4% |
| All | +830.2% | +52.1% | +778.0% | +574.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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