+393.6%
COHR vs TDY
+39.0%
+354.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +2.9% |
| 7D | +8.3% | -1.1% | +9.5% | +9.5% |
| 30D | -14.1% | -12.0% | -2.1% | -1.7% |
| 3M | -16.0% | -3.2% | -12.8% | -11.5% |
| 6M | +21.5% | -7.9% | +29.3% | +35.1% |
| YTD | +65.4% | +18.2% | +47.2% | +45.7% |
| 1Y | +195.0% | +6.7% | +188.4% | +185.4% |
| 3Y | +830.2% | +47.5% | +782.6% | +581.1% |
| All | +393.6% | +39.0% | +354.5% | +254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling