+683.4%
COHR vs TLN
+574.4%
+109.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | +8.3% | -1.3% | +9.7% | +9.3% |
| 30D | -14.1% | -14.3% | +0.2% | -5.6% |
| 3M | -16.0% | -9.3% | -6.7% | -9.9% |
| 6M | +21.5% | -1.1% | +22.6% | +23.2% |
| YTD | +65.4% | -16.6% | +82.0% | +81.8% |
| 1Y | +195.0% | -22.0% | +217.0% | +234.8% |
| 3Y | +830.2% | +470.2% | +360.0% | +346.4% |
| All | +683.4% | +574.4% | +109.0% | +291.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling