+308.6%
COHR vs TEM
+46.9%
+261.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.6% |
| 7D | +10.9% | -9.2% | +20.0% | +13.0% |
| 30D | -10.8% | +5.5% | -16.3% | -12.5% |
| 3M | -17.4% | +18.7% | -36.1% | -21.2% |
| 6M | +12.5% | +15.4% | -2.9% | +6.8% |
| YTD | +58.8% | -0.5% | +59.4% | +54.3% |
| 1Y | +183.3% | -24.8% | +208.1% | +187.8% |
| All | +308.6% | +46.9% | +261.7% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling