+51.6%
COHR vs TXG
+406.9%
-355.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.4% | -9.4% | -6.9% |
| 7D | -18.6% | -19.3% | +0.7% | -14.1% |
| 30D | -41.5% | -30.9% | -10.6% | -36.9% |
| 3M | -39.7% | +41.1% | -80.8% | -45.6% |
| 6M | -40.9% | +211.9% | -252.7% | -54.8% |
| YTD | +5.7% | +314.0% | -308.3% | -22.9% |
| 1Y | +51.6% | +405.4% | -353.8% | +8.4% |
| All | +51.6% | +406.9% | -355.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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