+362.1%
COHR vs TOST
-48.0%
+410.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.6% |
| 7D | +1.0% | -3.4% | +4.4% | +1.7% |
| 30D | -14.1% | -2.4% | -11.7% | -14.1% |
| 3M | -33.2% | +34.6% | -67.8% | -38.6% |
| 6M | +2.5% | +15.2% | -12.7% | -3.7% |
| YTD | +52.7% | -4.4% | +57.1% | +49.4% |
| 1Y | +194.8% | -17.4% | +212.2% | +198.8% |
| 3Y | +650.8% | +54.5% | +596.4% | +537.9% |
| All | +362.1% | -48.0% | +410.0% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling