+150.6%
COHR vs TXG
+445.6%
-295.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.2% | -14.9% | -13.3% |
| 7D | -5.4% | +11.9% | -17.4% | -8.2% |
| 30D | -18.2% | +25.0% | -43.2% | -22.8% |
| 3M | -30.8% | +143.1% | -173.9% | -45.4% |
| 6M | +9.8% | +273.1% | -263.3% | -22.2% |
| YTD | +44.4% | +329.9% | -285.5% | -2.0% |
| All | +150.6% | +445.6% | -295.0% | +66.6% |
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