+195.0%
COHR vs TSCO
-42.3%
+237.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.1% |
| 7D | +8.3% | -5.7% | +14.0% | +7.9% |
| 30D | -14.1% | -8.8% | -5.4% | -14.5% |
| 3M | -16.0% | +6.3% | -22.3% | -15.4% |
| 6M | +21.5% | -32.3% | +53.7% | +27.3% |
| YTD | +65.4% | -32.7% | +98.1% | +76.2% |
| 1Y | +195.0% | -43.7% | +238.7% | +199.3% |
| All | +195.0% | -42.3% | +237.3% | +199.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling