+194.8%
COHR vs TW
-15.9%
+210.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +7.0% |
| 7D | +1.0% | -2.3% | +3.3% | -0.2% |
| 30D | -14.1% | +3.9% | -18.1% | -12.3% |
| 3M | -33.2% | +5.7% | -38.9% | -30.6% |
| 6M | +2.5% | -14.5% | +17.1% | +7.0% |
| YTD | +52.7% | -0.9% | +53.6% | +62.4% |
| 1Y | +194.8% | -13.5% | +208.3% | +169.8% |
| All | +194.8% | -15.9% | +210.7% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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