+830.2%
COHR vs TFC
+92.8%
+737.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -2.4% | +10.8% | +10.1% |
| 30D | -14.1% | -3.4% | -10.8% | -12.3% |
| 3M | -16.0% | +0.4% | -16.4% | -17.7% |
| 6M | +21.5% | +12.7% | +8.8% | +8.0% |
| YTD | +65.4% | +5.6% | +59.9% | +53.8% |
| 1Y | +195.0% | +16.0% | +179.0% | +152.4% |
| 3Y | +830.2% | +94.0% | +736.2% | +422.1% |
| All | +830.2% | +92.8% | +737.3% | +422.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling