+393.6%
COHR vs TSN
-17.2%
+410.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +8.3% | +3.0% | +5.3% | +8.1% |
| 30D | -14.1% | -4.2% | -10.0% | -13.8% |
| 3M | -16.0% | -3.9% | -12.1% | -16.1% |
| 6M | +21.5% | -9.8% | +31.3% | +21.9% |
| YTD | +65.4% | -7.3% | +72.7% | +65.3% |
| 1Y | +195.0% | -2.2% | +197.2% | +191.8% |
| 3Y | +830.2% | +11.9% | +818.3% | +747.4% |
| All | +393.6% | -17.2% | +410.7% | +423.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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