+51.6%
COHR vs TLT
-5.4%
+57.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.1% |
| 7D | -18.6% | +1.0% | -19.5% | -18.8% |
| 30D | -41.5% | +6.0% | -47.6% | -43.6% |
| 3M | -39.7% | -0.9% | -38.8% | -37.8% |
| 6M | -40.9% | -2.3% | -38.6% | -38.2% |
| YTD | +5.7% | -3.3% | +9.0% | +9.0% |
| 1Y | +51.6% | -5.6% | +57.2% | +70.4% |
| All | +51.6% | -5.4% | +57.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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