+355.6%
COHR vs TSLL
-49.5%
+405.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -1.9% |
| 7D | +36.7% | +33.0% | +3.7% | +28.1% |
| 30D | -20.0% | +7.7% | -27.7% | -21.0% |
| 3M | -34.7% | +34.7% | -69.5% | -39.7% |
| 6M | -37.9% | -31.5% | -6.4% | -34.0% |
| YTD | +25.7% | -42.4% | +68.1% | +36.4% |
| 1Y | +48.1% | -39.7% | +87.8% | +58.3% |
| 3Y | +583.2% | +3.4% | +579.8% | +418.8% |
| All | +355.6% | -49.5% | +405.1% | +277.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling