+194.8%
COHR vs TMO
+27.8%
+167.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.6% |
| 7D | +1.0% | -1.4% | +2.3% | +0.9% |
| 30D | -14.1% | +6.2% | -20.3% | -14.0% |
| 3M | -33.2% | +27.5% | -60.7% | -33.7% |
| 6M | +2.5% | +20.0% | -17.4% | +3.9% |
| YTD | +52.7% | +6.1% | +46.6% | +63.6% |
| 1Y | +194.8% | +25.8% | +168.9% | +194.4% |
| All | +194.8% | +27.8% | +167.0% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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