+475.5%
COHR vs TSLL
-55.2%
+530.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.9% |
| 7D | +10.9% | -7.3% | +18.2% | +12.4% |
| 30D | -10.8% | +15.8% | -26.5% | -14.9% |
| 3M | -17.4% | -19.5% | +2.1% | -15.6% |
| 6M | +12.5% | -32.1% | +44.5% | +18.5% |
| YTD | +58.8% | -48.9% | +107.7% | +76.4% |
| 1Y | +183.3% | -23.4% | +206.7% | +181.6% |
| 3Y | +783.0% | -28.6% | +811.6% | +622.6% |
| All | +475.5% | -55.2% | +530.7% | +388.7% |
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