+1,298.9%
COHR vs TNA
+86.1%
+1,212.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +8.3% | -7.3% | +15.6% | +12.0% |
| 30D | -14.1% | -14.2% | 0.0% | -8.0% |
| 3M | -16.0% | -4.6% | -11.4% | -13.0% |
| 6M | +21.5% | +36.9% | -15.5% | +7.5% |
| YTD | +65.4% | +42.5% | +22.9% | +43.6% |
| 1Y | +195.0% | +45.8% | +149.2% | +151.6% |
| 3Y | +830.2% | +104.7% | +725.5% | +541.4% |
| 5Y | +397.1% | -21.7% | +418.8% | +351.1% |
| All | +1,298.9% | +86.1% | +1,212.8% | +656.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling