+51.6%
COHR vs TTD
-72.7%
+124.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -4.9% |
| 7D | -18.6% | +3.7% | -22.3% | -17.5% |
| 30D | -41.5% | +10.4% | -52.0% | -38.8% |
| 3M | -39.7% | -31.6% | -8.1% | -45.4% |
| 6M | -40.9% | -45.1% | +4.2% | -47.7% |
| YTD | +5.7% | -65.1% | +70.8% | -5.3% |
| 1Y | +51.6% | -72.0% | +123.6% | +40.8% |
| All | +51.6% | -72.7% | +124.2% | +40.8% |
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