+547.2%
COHR vs TXG
+29.8%
+517.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.2% | -14.9% | -13.4% |
| 7D | -5.4% | +11.9% | -17.4% | -8.6% |
| 30D | -18.2% | +25.0% | -43.2% | -23.7% |
| 3M | -30.8% | +143.1% | -173.9% | -47.8% |
| 6M | +9.8% | +273.1% | -263.3% | -28.4% |
| YTD | +44.4% | +329.9% | -285.5% | -10.9% |
| 1Y | +158.8% | +454.7% | -295.9% | +45.6% |
| 3Y | +689.6% | +41.7% | +648.0% | +502.9% |
| 5Y | +337.3% | -55.0% | +392.3% | +322.0% |
| All | +547.2% | +29.8% | +517.3% | +379.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling