+325.6%
COHR vs TEM
+47.5%
+278.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +8.3% | -8.7% | +17.0% | +10.3% |
| 30D | -14.1% | +8.1% | -22.2% | -16.2% |
| 3M | -16.0% | +19.0% | -35.0% | -19.9% |
| 6M | +21.5% | +12.0% | +9.4% | +16.1% |
| YTD | +65.4% | -0.1% | +65.5% | +60.6% |
| 1Y | +195.0% | -33.5% | +228.5% | +207.3% |
| All | +325.6% | +47.5% | +278.1% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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