+194.8%
COHR vs TEL
+2.3%
+192.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.9% |
| 7D | +1.0% | +3.0% | -2.0% | -1.5% |
| 30D | -14.1% | -3.9% | -10.2% | -11.2% |
| 3M | -33.2% | -5.1% | -28.1% | -30.3% |
| 6M | +2.5% | +0.6% | +1.9% | +0.6% |
| YTD | +52.7% | -7.3% | +60.0% | +55.3% |
| 1Y | +194.8% | +1.1% | +193.6% | +150.7% |
| All | +194.8% | +2.3% | +192.5% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling