+9,245.0%
COHR vs TLT
+129.2%
+9,115.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.2% |
| 7D | +13.0% | -0.3% | +13.2% | +12.8% |
| 30D | -6.7% | 0.0% | -6.6% | -6.5% |
| 3M | -14.7% | -2.9% | -11.9% | -16.0% |
| 6M | +20.3% | -6.3% | +26.5% | +16.0% |
| YTD | +64.4% | -3.3% | +67.8% | +61.3% |
| 1Y | +205.9% | -4.2% | +210.1% | +198.7% |
| 3Y | +814.1% | -1.7% | +815.8% | +803.0% |
| 5Y | +387.4% | -34.9% | +422.2% | +256.5% |
| 10Y | +1,308.9% | -19.8% | +1,328.7% | +1,192.4% |
| All | +9,245.0% | +129.2% | +9,115.8% | +19,754.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling