+51.6%
COHR vs TSLL
-48.4%
+100.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.3% | +0.3% | -3.8% |
| 7D | -18.6% | -9.4% | -9.1% | -15.8% |
| 30D | -41.5% | +1.6% | -43.1% | -41.6% |
| 3M | -39.7% | +29.4% | -69.1% | -45.7% |
| 6M | -40.9% | -20.1% | -20.7% | -37.9% |
| YTD | +5.7% | -44.5% | +50.2% | +18.3% |
| 1Y | +51.6% | -46.0% | +97.6% | +68.1% |
| All | +51.6% | -48.4% | +100.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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