+830.2%
COHR vs TMO
+19.5%
+810.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +8.3% | -0.6% | +9.0% | +8.6% |
| 30D | -14.1% | +1.1% | -15.3% | -14.7% |
| 3M | -16.0% | +28.3% | -44.3% | -25.8% |
| 6M | +21.5% | +23.3% | -1.8% | +8.0% |
| YTD | +65.4% | +5.5% | +60.0% | +62.1% |
| 1Y | +195.0% | +24.5% | +170.5% | +157.9% |
| 3Y | +830.2% | +19.6% | +810.6% | +730.8% |
| All | +830.2% | +19.5% | +810.7% | +730.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling