+1,298.9%
COHR vs TSEM
+1,313.0%
-14.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.1% |
| 7D | +8.3% | -4.9% | +13.2% | +12.0% |
| 30D | -14.1% | -18.7% | +4.6% | -1.2% |
| 3M | -16.0% | -18.1% | +2.1% | -4.2% |
| 6M | +21.5% | +77.1% | -55.6% | -17.8% |
| YTD | +65.4% | +80.1% | -14.7% | +11.3% |
| 1Y | +195.0% | +220.4% | -25.4% | +36.7% |
| 3Y | +830.2% | +650.1% | +180.1% | +152.7% |
| 5Y | +397.1% | +628.9% | -231.8% | +34.4% |
| All | +1,298.9% | +1,313.0% | -14.1% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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