+641.5%
COHR vs TXG
+27.0%
+614.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.8% | +3.2% |
| 7D | +8.3% | +9.5% | -1.1% | +5.5% |
| 30D | -14.1% | +18.8% | -32.9% | -18.7% |
| 3M | -16.0% | +136.1% | -152.1% | -36.1% |
| 6M | +21.5% | +235.2% | -213.8% | -18.1% |
| YTD | +65.4% | +320.5% | -255.1% | +2.9% |
| 1Y | +195.0% | +425.2% | -230.2% | +68.9% |
| 3Y | +830.2% | +42.9% | +787.3% | +609.1% |
| 5Y | +397.1% | -62.8% | +459.9% | +407.7% |
| All | +641.5% | +27.0% | +614.5% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling