+679.8%
COHR vs TW
+206.7%
+473.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +8.3% | -4.5% | +12.8% | +9.6% |
| 30D | -14.1% | -2.3% | -11.9% | -13.8% |
| 3M | -16.0% | +2.6% | -18.6% | -18.1% |
| 6M | +21.5% | -17.5% | +39.0% | +26.7% |
| YTD | +65.4% | -5.3% | +70.8% | +63.4% |
| 1Y | +195.0% | -14.8% | +209.8% | +202.0% |
| 3Y | +830.2% | +18.8% | +811.3% | +725.0% |
| 5Y | +397.1% | +20.7% | +376.4% | +323.9% |
| All | +679.8% | +206.7% | +473.1% | +449.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling