+21.5%
COHR vs TNA
+37.8%
-16.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.1% |
| 7D | +8.3% | -7.3% | +15.6% | +16.1% |
| 30D | -14.1% | -14.2% | 0.0% | -0.8% |
| 3M | -16.0% | -4.6% | -11.4% | -9.6% |
| 6M | +21.5% | +36.9% | -15.5% | -1.2% |
| All | +21.5% | +37.8% | -16.3% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling