+830.2%
COHR vs TSCO
-19.8%
+850.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | +8.3% | -5.7% | +14.0% | +9.6% |
| 30D | -14.1% | -8.8% | -5.4% | -12.7% |
| 3M | -16.0% | +6.3% | -22.3% | -17.2% |
| 6M | +21.5% | -32.3% | +53.7% | +35.7% |
| YTD | +65.4% | -32.7% | +98.1% | +84.3% |
| 1Y | +195.0% | -43.7% | +238.7% | +248.5% |
| 3Y | +830.2% | -19.7% | +849.8% | +739.9% |
| All | +830.2% | -19.8% | +850.0% | +739.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling