+377.2%
COHR vs TYL
-30.1%
+407.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | +10.9% | -11.5% | +22.4% | +13.9% |
| 30D | -10.8% | +3.9% | -14.7% | -12.4% |
| 3M | -17.4% | +10.8% | -28.2% | -22.2% |
| 6M | +12.5% | -5.3% | +17.8% | +10.6% |
| YTD | +58.8% | -26.1% | +84.9% | +74.6% |
| 1Y | +183.3% | -38.5% | +221.8% | +245.2% |
| 3Y | +783.0% | -14.5% | +797.5% | +730.8% |
| 5Y | +377.2% | -28.9% | +406.1% | +368.0% |
| All | +377.2% | -30.1% | +407.4% | +368.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling