+1,298.9%
COHR vs TLT
-20.5%
+1,319.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +8.3% | -1.6% | +10.0% | +8.0% |
| 30D | -14.1% | -1.1% | -13.0% | -14.3% |
| 3M | -16.0% | -4.9% | -11.2% | -16.9% |
| 6M | +21.5% | -5.0% | +26.5% | +20.1% |
| YTD | +65.4% | -4.4% | +69.8% | +63.8% |
| 1Y | +195.0% | -6.4% | +201.4% | +190.8% |
| 3Y | +830.2% | -2.0% | +832.1% | +823.0% |
| 5Y | +397.1% | -35.0% | +432.1% | +282.7% |
| All | +1,298.9% | -20.5% | +1,319.4% | +1,356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling