+194.8%
COHR vs TSLL
-22.3%
+217.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -11.8% | +18.4% | +9.8% |
| 7D | +1.0% | +1.9% | -0.9% | -0.7% |
| 30D | -14.1% | +17.8% | -31.9% | -19.9% |
| 3M | -33.2% | -37.0% | +3.8% | -26.6% |
| 6M | +2.5% | -37.7% | +40.2% | +12.2% |
| YTD | +52.7% | -51.4% | +104.1% | +73.5% |
| 1Y | +194.8% | -23.4% | +218.1% | +218.3% |
| All | +194.8% | -22.3% | +217.1% | +218.3% |
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