+393.6%
COHR vs TMO
+7.9%
+385.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | +8.3% | -0.6% | +9.0% | +8.7% |
| 30D | -14.1% | +1.1% | -15.3% | -14.9% |
| 3M | -16.0% | +28.3% | -44.3% | -28.3% |
| 6M | +21.5% | +23.3% | -1.8% | +4.2% |
| YTD | +65.4% | +5.5% | +60.0% | +57.4% |
| 1Y | +195.0% | +24.5% | +170.5% | +148.5% |
| 3Y | +830.2% | +19.6% | +810.6% | +682.8% |
| All | +393.6% | +7.9% | +385.7% | +326.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling