+393.6%
COHR vs TRGP
+628.1%
-234.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.5% |
| 7D | +8.3% | +0.1% | +8.3% | +8.3% |
| 30D | -14.1% | +8.0% | -22.2% | -18.4% |
| 3M | -16.0% | +8.3% | -24.3% | -21.2% |
| 6M | +21.5% | +23.9% | -2.4% | +4.1% |
| YTD | +65.4% | +59.6% | +5.8% | +21.3% |
| 1Y | +195.0% | +79.4% | +115.6% | +99.9% |
| 3Y | +830.2% | +269.4% | +560.7% | +357.8% |
| All | +393.6% | +628.1% | -234.5% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling