+1,298.9%
COHR vs TFC
+98.7%
+1,200.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -2.4% | +10.8% | +9.7% |
| 30D | -14.1% | -3.4% | -10.8% | -12.7% |
| 3M | -16.0% | +0.4% | -16.4% | -17.2% |
| 6M | +21.5% | +12.7% | +8.8% | +12.1% |
| YTD | +65.4% | +5.6% | +59.9% | +57.9% |
| 1Y | +195.0% | +16.0% | +179.0% | +166.3% |
| 3Y | +830.2% | +94.0% | +736.2% | +545.9% |
| 5Y | +397.1% | +16.2% | +381.0% | +337.1% |
| All | +1,298.9% | +98.7% | +1,200.1% | +780.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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