+689.6%
COHR vs TDY
+45.2%
+644.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -11.5% |
| 7D | -5.4% | -2.2% | -3.2% | -2.9% |
| 30D | -18.2% | -12.1% | -6.1% | -4.7% |
| 3M | -30.8% | -4.6% | -26.2% | -25.2% |
| 6M | +9.8% | -6.5% | +16.3% | +21.9% |
| YTD | +44.4% | +16.9% | +27.5% | +28.5% |
| 1Y | +158.8% | +7.3% | +151.4% | +150.4% |
| 3Y | +689.6% | +43.6% | +646.0% | +471.9% |
| All | +689.6% | +45.2% | +644.5% | +471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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