+1,298.9%
COHR vs TRI
+196.2%
+1,102.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.9% |
| 7D | +8.3% | -7.9% | +16.2% | +9.7% |
| 30D | -14.1% | -4.5% | -9.6% | -14.1% |
| 3M | -16.0% | +22.1% | -38.1% | -23.3% |
| 6M | +21.5% | -2.8% | +24.2% | +17.7% |
| YTD | +65.4% | -23.4% | +88.9% | +77.0% |
| 1Y | +195.0% | -41.5% | +236.5% | +267.8% |
| 3Y | +830.2% | -19.2% | +849.4% | +806.3% |
| 5Y | +397.1% | -9.4% | +406.5% | +344.5% |
| All | +1,298.9% | +196.2% | +1,102.6% | +591.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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