+51.6%
COHR vs TNA
+37.5%
+14.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -9.5% |
| 7D | -18.6% | +2.4% | -21.0% | -20.2% |
| 30D | -41.5% | -0.9% | -40.6% | -41.1% |
| 3M | -39.7% | -19.2% | -20.5% | -28.5% |
| 6M | -40.9% | -0.8% | -40.0% | -38.1% |
| YTD | +5.7% | +33.2% | -27.5% | -7.7% |
| 1Y | +51.6% | +38.5% | +13.1% | +32.4% |
| All | +51.6% | +37.5% | +14.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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