+26.1%
COHR vs TEL
-14.3%
+40.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.3% | -6.7% | -7.4% |
| 7D | -28.4% | -7.4% | -21.1% | -22.9% |
| 30D | -49.8% | -6.0% | -43.8% | -46.4% |
| 3M | -48.3% | -5.0% | -43.3% | -44.9% |
| 6M | -49.4% | +0.5% | -49.9% | -48.3% |
| YTD | -8.0% | -8.3% | +0.3% | -3.7% |
| 1Y | +26.1% | -16.2% | +42.3% | +45.8% |
| All | +26.1% | -14.3% | +40.3% | +45.8% |
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