+257.6%
COHR vs TOST
-46.9%
+304.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -6.7% |
| 7D | +13.1% | 0.0% | +13.1% | +13.1% |
| 30D | -17.2% | +16.2% | -33.3% | -20.3% |
| 3M | -33.3% | -1.5% | -31.8% | -33.7% |
| 6M | -46.0% | +55.3% | -101.3% | -52.7% |
| YTD | +18.2% | -2.3% | +20.5% | +14.2% |
| 1Y | +55.9% | -5.5% | +61.4% | +52.0% |
| 3Y | +544.7% | +151.1% | +393.5% | +388.6% |
| 5Y | +234.6% | -27.9% | +262.5% | +184.9% |
| All | +257.6% | -46.9% | +304.5% | +214.4% |
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