+1,298.9%
COHR vs TGT
+207.4%
+1,091.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -5.2% | +13.6% | +10.2% |
| 30D | -14.1% | +1.2% | -15.3% | -14.9% |
| 3M | -16.0% | +18.4% | -34.4% | -21.9% |
| 6M | +21.5% | +33.4% | -12.0% | +7.7% |
| YTD | +65.4% | +63.8% | +1.6% | +35.3% |
| 1Y | +195.0% | +77.2% | +117.9% | +132.9% |
| 3Y | +830.2% | +41.8% | +788.4% | +662.7% |
| 5Y | +397.1% | -25.5% | +422.6% | +400.8% |
| All | +1,298.9% | +207.4% | +1,091.5% | +866.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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