+1,298.9%
COHR vs TSCO
+185.7%
+1,113.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | +8.3% | -5.7% | +14.0% | +10.5% |
| 30D | -14.1% | -8.8% | -5.4% | -11.6% |
| 3M | -16.0% | +6.3% | -22.3% | -18.1% |
| 6M | +21.5% | -32.3% | +53.7% | +38.2% |
| YTD | +65.4% | -32.7% | +98.1% | +87.8% |
| 1Y | +195.0% | -43.7% | +238.7% | +257.3% |
| 3Y | +830.2% | -19.7% | +849.8% | +848.4% |
| 5Y | +397.1% | -11.6% | +408.7% | +377.9% |
| All | +1,298.9% | +185.7% | +1,113.1% | +862.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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