+543.0%
COHR vs TSLQ
-97.2%
+640.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +3.9% |
| 7D | +8.3% | -6.6% | +14.9% | +6.7% |
| 30D | -14.1% | -24.3% | +10.2% | -19.7% |
| 3M | -16.0% | -3.6% | -12.4% | -12.7% |
| 6M | +21.5% | -12.0% | +33.4% | +28.9% |
| YTD | +65.4% | +1.4% | +64.1% | +83.8% |
| 1Y | +195.0% | -43.6% | +238.6% | +195.8% |
| 3Y | +830.2% | -95.4% | +925.6% | +662.0% |
| All | +543.0% | -97.2% | +640.2% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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