+328.2%
COHR vs TSLL
-51.4%
+379.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.7% | -2.3% | -5.1% |
| 7D | +13.1% | +17.8% | -4.7% | +9.0% |
| 30D | -17.2% | +8.2% | -25.4% | -18.3% |
| 3M | -33.3% | +20.9% | -54.2% | -36.6% |
| 6M | -46.0% | -37.5% | -8.5% | -41.4% |
| YTD | +18.2% | -44.5% | +62.7% | +29.4% |
| 1Y | +55.9% | -33.0% | +88.8% | +62.9% |
| 3Y | +544.7% | -6.4% | +551.0% | +402.3% |
| All | +328.2% | -51.4% | +379.6% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling