+26.1%
COHR vs TXN
+78.3%
-52.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -10.7% | -2.3% | -3.2% |
| 7D | -28.4% | -10.7% | -17.8% | -20.2% |
| 30D | -49.8% | -6.0% | -43.9% | -46.3% |
| 3M | -48.3% | +0.6% | -48.9% | -47.1% |
| 6M | -49.4% | 0.0% | -49.4% | -45.7% |
| YTD | -8.0% | +63.8% | -71.8% | -24.0% |
| 1Y | +26.1% | +73.8% | -47.7% | +2.8% |
| All | +26.1% | +78.3% | -52.2% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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