+793.0%
COHR vs TYL
-14.8%
+807.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.8% |
| 7D | +10.9% | -11.5% | +22.4% | +8.7% |
| 30D | -10.8% | +3.9% | -14.7% | -10.1% |
| 3M | -17.4% | +10.8% | -28.2% | -16.0% |
| 6M | +12.5% | -5.3% | +17.8% | +16.5% |
| YTD | +58.8% | -26.1% | +84.9% | +77.2% |
| 1Y | +183.3% | -38.5% | +221.8% | +242.1% |
| All | +793.0% | -14.8% | +807.8% | +777.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling