-10.2%
TQQQ vs COHR
+28.9%
-39.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -13.0% | -5.9% | -13.4% |
| 7D | -27.1% | -28.4% | +1.3% | -15.8% |
| 30D | -40.1% | -49.8% | +9.7% | -20.9% |
| 3M | -30.6% | -48.3% | +17.7% | -12.2% |
| 6M | -24.8% | -49.4% | +24.6% | -4.7% |
| YTD | -3.7% | -8.0% | +4.3% | -2.3% |
| 1Y | -10.2% | +26.1% | -36.3% | -15.8% |
| All | -10.2% | +28.9% | -39.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling