+195.0%
COHR vs TMF
-26.8%
+221.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +8.3% | -5.1% | +13.4% | +9.3% |
| 30D | -14.1% | -4.6% | -9.5% | -13.4% |
| 3M | -16.0% | -16.6% | +0.6% | -13.0% |
| 6M | +21.5% | -19.9% | +41.3% | +26.6% |
| YTD | +65.4% | -20.2% | +85.6% | +70.5% |
| 1Y | +195.0% | -27.7% | +222.7% | +207.4% |
| All | +195.0% | -26.8% | +221.8% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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