+21.5%
COHR vs TW
-18.7%
+40.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +3.3% |
| 7D | +8.3% | -4.5% | +12.8% | +4.4% |
| 30D | -14.1% | -2.3% | -11.9% | -15.5% |
| 3M | -16.0% | +2.6% | -18.6% | -13.3% |
| 6M | +21.5% | -17.5% | +39.0% | +32.4% |
| All | +21.5% | -18.7% | +40.1% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling