+334.6%
COHR vs TPG
+74.1%
+260.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.1% |
| 7D | +8.3% | -9.4% | +17.8% | +15.3% |
| 30D | -14.1% | -5.3% | -8.9% | -12.7% |
| 3M | -16.0% | +12.9% | -28.9% | -24.5% |
| 6M | +21.5% | +20.1% | +1.4% | +2.8% |
| YTD | +65.4% | -22.5% | +87.9% | +87.3% |
| 1Y | +195.0% | -19.7% | +214.7% | +223.5% |
| 3Y | +830.2% | +81.2% | +749.0% | +503.3% |
| All | +334.6% | +74.1% | +260.4% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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