+393.6%
COHR vs TTD
-80.2%
+473.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.6% |
| YTD | +65.4% | -62.2% | +127.7% | +100.4% |
| 1Y | +195.0% | -68.3% | +263.3% | +274.6% |
| 3Y | +830.2% | -83.4% | +913.6% | +1,199.4% |
| All | +393.6% | -80.2% | +473.7% | +498.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling