+793.0%
COHR vs TMF
-44.0%
+837.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.1% |
| 7D | +10.9% | -4.8% | +15.7% | +11.4% |
| 30D | -10.8% | -4.9% | -5.9% | -10.4% |
| 3M | -17.4% | -13.4% | -3.9% | -16.3% |
| 6M | +12.5% | -23.0% | +35.5% | +15.1% |
| YTD | +58.8% | -20.2% | +79.0% | +61.8% |
| 1Y | +183.3% | -26.5% | +209.8% | +190.2% |
| All | +793.0% | -44.0% | +837.0% | +787.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling