+793.0%
COHR vs TLT
-2.1%
+795.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | +10.9% | -1.6% | +12.4% | +11.4% |
| 30D | -10.8% | -1.3% | -9.4% | -10.5% |
| 3M | -17.4% | -3.7% | -13.6% | -16.5% |
| 6M | +12.5% | -6.4% | +18.8% | +14.5% |
| YTD | +58.8% | -4.5% | +63.3% | +60.8% |
| 1Y | +183.3% | -5.9% | +189.1% | +187.7% |
| All | +793.0% | -2.1% | +795.1% | +751.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling