+393.6%
COHR vs TE
-48.1%
+441.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | -14.1% | -5.9% | -8.2% | -13.2% |
| 3M | -16.0% | -45.6% | +29.6% | -5.4% |
| 6M | +21.5% | -43.4% | +64.8% | +31.4% |
| YTD | +65.4% | -31.0% | +96.4% | +69.9% |
| 1Y | +195.0% | +145.2% | +49.8% | +125.8% |
| 3Y | +830.2% | -24.1% | +854.2% | +674.6% |
| All | +393.6% | -48.1% | +441.7% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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