+1,298.9%
COHR vs TRGP
+863.3%
+435.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.3% |
| 7D | +8.3% | +0.1% | +8.3% | +8.3% |
| 30D | -14.1% | +8.0% | -22.2% | -16.5% |
| 3M | -16.0% | +8.3% | -24.3% | -18.9% |
| 6M | +21.5% | +23.9% | -2.4% | +12.0% |
| YTD | +65.4% | +59.6% | +5.8% | +40.8% |
| 1Y | +195.0% | +79.4% | +115.6% | +141.5% |
| 3Y | +830.2% | +269.4% | +560.7% | +534.9% |
| 5Y | +397.1% | +641.6% | -244.5% | +183.1% |
| All | +1,298.9% | +863.3% | +435.6% | +589.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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