+65,045.6%
COHR vs TYL
+11,639.6%
+53,406.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | -7.5% | +15.9% | +9.5% |
| 30D | -14.1% | +6.0% | -20.1% | -15.2% |
| 3M | -16.0% | +13.9% | -30.0% | -18.9% |
| 6M | +21.5% | -3.3% | +24.8% | +19.3% |
| YTD | +65.4% | -25.8% | +91.3% | +68.3% |
| 1Y | +195.0% | -39.2% | +234.2% | +209.1% |
| 3Y | +830.2% | -13.2% | +843.3% | +819.5% |
| 5Y | +397.1% | -28.6% | +425.7% | +407.9% |
| 10Y | +1,317.7% | +100.4% | +1,217.3% | +1,164.6% |
| All | +65,045.6% | +11,639.6% | +53,406.0% | +35,727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling