+194.8%
COHR vs TOST
-20.0%
+214.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +1.0% | -3.4% | +4.4% | 0.0% |
| 30D | -14.1% | -2.4% | -11.7% | -14.2% |
| 3M | -33.2% | +34.6% | -67.8% | -28.1% |
| 6M | +2.5% | +15.2% | -12.7% | +9.8% |
| YTD | +52.7% | -4.4% | +57.1% | +63.1% |
| 1Y | +194.8% | -17.4% | +212.2% | +204.1% |
| All | +194.8% | -20.0% | +214.8% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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