+824.4%
COHR vs TSLL
-33.2%
+857.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +13.0% | +5.1% | +7.8% | +11.1% |
| 30D | -6.7% | +20.0% | -26.6% | -11.6% |
| 3M | -14.7% | -23.8% | +9.0% | -12.0% |
| 6M | +20.3% | -30.3% | +50.6% | +25.9% |
| YTD | +64.4% | -47.7% | +112.1% | +81.0% |
| 1Y | +205.9% | -21.2% | +227.1% | +202.9% |
| All | +824.4% | -33.2% | +857.5% | +730.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling