+64,642.4%
COHR vs TT
+16,003.4%
+48,639.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +13.0% | +1.4% | +11.6% | +12.3% |
| 30D | -6.7% | -6.7% | 0.0% | -3.8% |
| 3M | -14.7% | -5.4% | -9.3% | -11.9% |
| 6M | +20.3% | +4.4% | +15.9% | +20.3% |
| YTD | +64.4% | +14.9% | +49.5% | +58.3% |
| 1Y | +205.9% | +9.3% | +196.6% | +201.1% |
| 3Y | +814.1% | +121.7% | +692.4% | +599.6% |
| 5Y | +387.4% | +148.2% | +239.2% | +256.8% |
| 10Y | +1,308.9% | +957.3% | +351.7% | +519.9% |
| All | +64,642.4% | +16,003.4% | +48,639.0% | +14,522.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling