+62,442.9%
COHR vs TXT
+2,073.6%
+60,369.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | +10.9% | -0.2% | +11.1% | +11.0% |
| 30D | -10.8% | -10.2% | -0.6% | -7.2% |
| 3M | -17.4% | -13.3% | -4.1% | -12.9% |
| 6M | +12.5% | -14.4% | +26.8% | +19.3% |
| YTD | +58.8% | -9.1% | +67.9% | +64.1% |
| 1Y | +183.3% | -2.2% | +185.4% | +185.0% |
| 3Y | +783.0% | +5.1% | +778.0% | +771.2% |
| 5Y | +377.2% | +12.8% | +364.4% | +363.0% |
| 10Y | +1,261.0% | +101.4% | +1,159.6% | +955.3% |
| All | +62,442.9% | +2,073.6% | +60,369.3% | +33,861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling