+544.7%
COHR vs TYL
+1.3%
+543.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +13.1% | +0.8% | +12.3% | +13.5% |
| 30D | -17.2% | +21.1% | -38.3% | -11.2% |
| 3M | -33.3% | +28.9% | -62.2% | -26.9% |
| 6M | -46.0% | +42.0% | -88.0% | -39.9% |
| YTD | +18.2% | -6.6% | +24.8% | +42.8% |
| 1Y | +55.9% | -9.1% | +64.9% | +89.6% |
| 3Y | +544.7% | +1.8% | +542.8% | +686.1% |
| All | +544.7% | +1.3% | +543.3% | +686.1% |
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