+1,201.1%
COHR vs TTD
+398.8%
+802.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +3.6% |
| 7D | +8.3% | -0.6% | +9.0% | +8.4% |
| 30D | -14.1% | +6.3% | -20.4% | -15.9% |
| 3M | -16.0% | -24.1% | +8.1% | -13.0% |
| 6M | +21.5% | -47.4% | +68.9% | +35.0% |
| YTD | +65.4% | -62.2% | +127.7% | +97.7% |
| 1Y | +195.0% | -68.3% | +263.3% | +267.8% |
| 3Y | +830.2% | -83.4% | +913.6% | +1,180.3% |
| 5Y | +397.1% | -80.3% | +477.4% | +495.3% |
| All | +1,201.1% | +398.8% | +802.3% | +785.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling