+830.2%
COHR vs TTD
-83.1%
+913.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.5% | +3.8% |
| 7D | +8.3% | -0.6% | +9.0% | +8.4% |
| 30D | -14.1% | +6.3% | -20.4% | -15.4% |
| 3M | -16.0% | -24.1% | +8.1% | -13.6% |
| 6M | +21.5% | -47.4% | +68.9% | +34.6% |
| YTD | +65.4% | -62.2% | +127.7% | +100.9% |
| 1Y | +195.0% | -68.3% | +263.3% | +277.5% |
| 3Y | +830.2% | -83.4% | +913.6% | +1,202.7% |
| All | +830.2% | -83.1% | +913.2% | +1,202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling