+492.6%
COHR vs TSLL
-54.0%
+546.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.9% | -0.8% | +5.3% |
| 7D | +11.0% | +5.8% | +5.2% | +9.0% |
| 30D | -20.4% | +21.7% | -42.1% | -25.0% |
| 3M | -24.9% | -28.2% | +3.3% | -21.3% |
| 6M | +28.1% | -29.5% | +57.5% | +33.8% |
| YTD | +63.6% | -47.5% | +111.1% | +80.6% |
| 1Y | +205.9% | -20.8% | +226.7% | +201.9% |
| 3Y | +809.3% | -26.7% | +836.0% | +639.7% |
| All | +492.6% | -54.0% | +546.6% | +400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling