+194.8%
COHR vs TTD
-73.2%
+268.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.4% | +11.0% | +5.1% |
| 7D | +1.0% | +6.3% | -5.4% | +3.2% |
| 30D | -14.1% | -23.9% | +9.8% | -19.0% |
| 3M | -33.2% | -31.4% | -1.8% | -37.5% |
| 6M | +2.5% | -42.7% | +45.2% | -4.8% |
| YTD | +52.7% | -62.0% | +114.7% | +41.8% |
| 1Y | +194.8% | -72.2% | +267.0% | +172.0% |
| All | +194.8% | -73.2% | +268.0% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling