+194.8%
COHR vs TXT
-1.0%
+195.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.8% |
| 7D | +1.0% | -4.8% | +5.7% | +3.9% |
| 30D | -14.1% | -10.6% | -3.5% | -8.0% |
| 3M | -33.2% | -13.2% | -20.0% | -27.3% |
| 6M | +2.5% | -20.3% | +22.9% | +13.0% |
| YTD | +52.7% | -9.3% | +62.0% | +64.3% |
| 1Y | +194.8% | -2.7% | +197.5% | +206.0% |
| All | +194.8% | -1.0% | +195.8% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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