+824.4%
COHR vs TOST
+53.6%
+770.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.1% |
| 7D | +13.0% | -4.7% | +17.6% | +14.2% |
| 30D | -6.7% | -9.1% | +2.4% | -4.9% |
| 3M | -14.7% | +29.8% | -44.5% | -21.7% |
| 6M | +20.3% | +10.0% | +10.2% | +14.0% |
| YTD | +64.4% | -8.6% | +73.0% | +64.6% |
| 1Y | +205.9% | -20.7% | +226.6% | +221.9% |
| All | +824.4% | +53.6% | +770.8% | +705.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling