+21.5%
COHR vs TXG
+237.2%
-215.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.8% | +3.2% |
| 7D | +8.3% | +9.5% | -1.1% | +5.6% |
| 30D | -14.1% | +18.8% | -32.9% | -18.2% |
| 3M | -16.0% | +136.1% | -152.1% | -35.0% |
| 6M | +21.5% | +235.2% | -213.8% | -15.7% |
| All | +21.5% | +237.2% | -215.8% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling