+65,045.6%
COHR vs TMO
+8,187.2%
+56,858.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | -16.0% | +28.3% | -44.3% | -25.4% |
| 6M | +21.5% | +23.3% | -1.8% | +8.4% |
| YTD | +65.4% | +5.5% | +60.0% | +57.8% |
| 1Y | +195.0% | +24.5% | +170.5% | +161.0% |
| 3Y | +830.2% | +19.6% | +810.6% | +734.2% |
| 5Y | +397.1% | +8.1% | +389.0% | +366.0% |
| 10Y | +1,317.7% | +336.7% | +981.0% | +666.1% |
| All | +65,045.6% | +8,187.2% | +56,858.4% | +19,101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling