+195.0%
COHR vs TMUS
-22.5%
+217.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +6.8% |
| 7D | +8.3% | +0.4% | +7.9% | +8.6% |
| 30D | -14.1% | +3.5% | -17.7% | -10.8% |
| 3M | -16.0% | -1.3% | -14.7% | -12.8% |
| 6M | +21.5% | -13.6% | +35.1% | +10.1% |
| YTD | +65.4% | -8.8% | +74.2% | +61.3% |
| 1Y | +195.0% | -22.9% | +217.9% | +136.3% |
| All | +195.0% | -22.5% | +217.5% | +136.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling