+2,137.1%
COHR vs TEL
+736.1%
+1,401.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +1.5% |
| 7D | +8.3% | +1.6% | +6.8% | +7.0% |
| 30D | -14.1% | -0.7% | -13.5% | -13.6% |
| 3M | -16.0% | +2.4% | -18.4% | -17.3% |
| 6M | +21.5% | +4.1% | +17.3% | +17.6% |
| YTD | +65.4% | -5.8% | +71.3% | +70.5% |
| 1Y | +195.0% | +0.9% | +194.1% | +191.3% |
| 3Y | +830.2% | +72.6% | +757.6% | +548.3% |
| 5Y | +397.1% | +57.5% | +339.6% | +277.1% |
| 10Y | +1,317.7% | +313.6% | +1,004.0% | +514.1% |
| All | +2,137.1% | +736.1% | +1,401.1% | +522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling