+830.2%
COHR vs TXN
+75.8%
+754.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.3% | +1.0% |
| 7D | +8.3% | +4.0% | +4.4% | +4.9% |
| 30D | -14.1% | -2.9% | -11.3% | -11.4% |
| 3M | -16.0% | -9.1% | -6.9% | -7.2% |
| 6M | +21.5% | +36.6% | -15.2% | -2.7% |
| YTD | +65.4% | +57.5% | +8.0% | +16.1% |
| 1Y | +195.0% | +49.5% | +145.5% | +115.3% |
| 3Y | +830.2% | +76.5% | +753.6% | +476.3% |
| All | +830.2% | +75.8% | +754.3% | +476.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling