+1,298.9%
COHR vs TYL
+101.5%
+1,197.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +8.3% | -7.5% | +15.9% | +11.5% |
| 30D | -14.1% | +6.0% | -20.1% | -17.2% |
| 3M | -16.0% | +13.9% | -30.0% | -24.2% |
| 6M | +21.5% | -3.3% | +24.8% | +15.4% |
| YTD | +65.4% | -25.8% | +91.3% | +78.0% |
| 1Y | +195.0% | -39.2% | +234.2% | +255.5% |
| 3Y | +830.2% | -13.2% | +843.3% | +760.8% |
| 5Y | +397.1% | -28.6% | +425.7% | +409.7% |
| All | +1,298.9% | +101.5% | +1,197.4% | +721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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