+12.5%
COHR vs TXT
-15.5%
+28.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.6% |
| 7D | +10.9% | -0.2% | +11.1% | +11.1% |
| 30D | -10.8% | -10.2% | -0.6% | -1.5% |
| 3M | -17.4% | -13.3% | -4.1% | -6.0% |
| 6M | +12.5% | -14.4% | +26.8% | +31.6% |
| All | +12.5% | -15.5% | +28.0% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling