+678.6%
COHR vs TLN
+589.3%
+89.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.6% |
| 7D | +13.0% | +5.8% | +7.1% | +9.4% |
| 30D | -6.7% | -6.9% | +0.2% | -2.3% |
| 3M | -14.7% | -10.9% | -3.8% | -7.9% |
| 6M | +20.3% | -4.6% | +24.9% | +24.2% |
| YTD | +64.4% | -14.7% | +79.1% | +78.3% |
| 1Y | +205.9% | -17.9% | +223.8% | +237.3% |
| 3Y | +814.1% | +483.9% | +330.2% | +332.9% |
| All | +678.6% | +589.3% | +89.2% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling