+1,298.9%
COHR vs TTMI
+1,127.6%
+171.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +2.1% |
| 7D | +8.3% | +0.7% | +7.7% | +7.9% |
| 30D | -14.1% | -8.4% | -5.7% | -9.2% |
| 3M | -16.0% | -32.5% | +16.5% | +8.0% |
| 6M | +21.5% | +32.5% | -11.0% | +3.6% |
| YTD | +65.4% | +83.2% | -17.8% | +15.8% |
| 1Y | +195.0% | +161.7% | +33.3% | +64.2% |
| 3Y | +830.2% | +890.1% | -60.0% | +144.5% |
| 5Y | +397.1% | +832.4% | -435.3% | +28.4% |
| All | +1,298.9% | +1,127.6% | +171.3% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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