+1,298.9%
COHR vs TXT
+107.7%
+1,191.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +2.8% |
| 7D | +8.3% | +2.5% | +5.9% | +6.8% |
| 30D | -14.1% | -8.9% | -5.3% | -9.2% |
| 3M | -16.0% | -13.6% | -2.5% | -8.3% |
| 6M | +21.5% | -13.1% | +34.6% | +32.4% |
| YTD | +65.4% | -7.0% | +72.5% | +71.5% |
| 1Y | +195.0% | -1.4% | +196.4% | +195.0% |
| 3Y | +830.2% | +7.0% | +823.2% | +783.6% |
| 5Y | +397.1% | +15.4% | +381.7% | +353.0% |
| All | +1,298.9% | +107.7% | +1,191.1% | +897.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling