+1,298.9%
COHR vs TEL
+316.2%
+982.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +0.7% |
| 7D | +8.3% | +1.6% | +6.8% | +6.6% |
| 30D | -14.1% | -0.7% | -13.5% | -13.6% |
| 3M | -16.0% | +2.4% | -18.4% | -18.0% |
| 6M | +21.5% | +4.1% | +17.3% | +15.1% |
| YTD | +65.4% | -5.8% | +71.3% | +70.1% |
| 1Y | +195.0% | +0.9% | +194.1% | +184.8% |
| 3Y | +830.2% | +72.6% | +757.6% | +441.4% |
| 5Y | +397.1% | +57.5% | +339.6% | +219.3% |
| All | +1,298.9% | +316.2% | +982.7% | +264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling