+1,298.9%
COHR vs TT
+961.2%
+337.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +3.7% |
| 7D | +8.3% | -1.2% | +9.5% | +9.4% |
| 30D | -14.1% | -7.3% | -6.8% | -8.5% |
| 3M | -16.0% | -3.6% | -12.4% | -12.0% |
| 6M | +21.5% | +2.8% | +18.7% | +22.3% |
| YTD | +65.4% | +14.5% | +50.9% | +53.8% |
| 1Y | +195.0% | +7.4% | +187.6% | +187.8% |
| 3Y | +830.2% | +116.2% | +713.9% | +478.4% |
| 5Y | +397.1% | +147.4% | +249.7% | +176.6% |
| All | +1,298.9% | +961.2% | +337.6% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling