+1,298.9%
COHR vs TMUS
+330.9%
+967.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +3.3% |
| 7D | +8.3% | +0.4% | +7.9% | +8.2% |
| 30D | -14.1% | +3.5% | -17.7% | -15.3% |
| 3M | -16.0% | -1.3% | -14.7% | -17.2% |
| 6M | +21.5% | -13.6% | +35.1% | +24.6% |
| YTD | +65.4% | -8.8% | +74.2% | +64.8% |
| 1Y | +195.0% | -22.9% | +217.9% | +212.7% |
| 3Y | +830.2% | +36.7% | +793.4% | +611.1% |
| 5Y | +397.1% | +46.6% | +350.5% | +254.3% |
| All | +1,298.9% | +330.9% | +967.9% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling