+134,683.7%
COHR vs TSCO
+46,929.1%
+87,754.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | +8.3% | -5.7% | +14.0% | +8.9% |
| 30D | -14.1% | -8.8% | -5.4% | -13.5% |
| 3M | -16.0% | +6.3% | -22.3% | -16.5% |
| 6M | +21.5% | -32.3% | +53.7% | +25.2% |
| YTD | +65.4% | -32.7% | +98.1% | +70.6% |
| 1Y | +195.0% | -43.7% | +238.7% | +208.7% |
| 3Y | +830.2% | -19.7% | +849.8% | +841.2% |
| 5Y | +397.1% | -11.6% | +408.7% | +398.3% |
| 10Y | +1,317.7% | +184.1% | +1,133.6% | +1,199.3% |
| All | +134,683.7% | +46,929.1% | +87,754.5% | +127,308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling