+380.6%
COHR vs TOST
-51.1%
+431.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | +10.9% | -5.9% | +16.7% | +12.4% |
| 30D | -10.8% | -8.4% | -2.3% | -9.3% |
| 3M | -17.4% | +31.4% | -48.8% | -23.7% |
| 6M | +12.5% | +10.5% | +2.0% | +6.7% |
| YTD | +58.8% | -10.1% | +68.9% | +57.5% |
| 1Y | +183.3% | -19.9% | +203.2% | +188.7% |
| 3Y | +783.0% | +53.3% | +729.8% | +651.6% |
| All | +380.6% | -51.1% | +431.7% | +333.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling