+195.0%
COHR vs TSEM
+212.9%
-17.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.9% |
| 7D | +8.3% | -4.9% | +13.2% | +12.3% |
| 30D | -14.1% | -18.7% | +4.6% | +0.3% |
| 3M | -16.0% | -18.1% | +2.1% | -3.2% |
| 6M | +21.5% | +77.1% | -55.6% | -21.0% |
| YTD | +65.4% | +80.1% | -14.7% | +7.7% |
| 1Y | +195.0% | +220.4% | -25.4% | +33.8% |
| All | +195.0% | +212.9% | -17.9% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling