+51.6%
COHR vs TLN
-17.6%
+69.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.5% | +2.6% | +0.2% |
| 7D | -18.6% | -6.0% | -12.5% | -14.8% |
| 30D | -41.5% | -1.5% | -40.0% | -40.5% |
| 3M | -39.7% | -3.9% | -35.8% | -37.1% |
| 6M | -40.9% | -15.0% | -25.8% | -33.4% |
| YTD | +5.7% | -12.8% | +18.5% | +13.3% |
| 1Y | +51.6% | -17.3% | +68.9% | +68.8% |
| All | +51.6% | -17.6% | +69.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling