+250.7%
TQQQ vs COHR
+805.6%
-554.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +0.3% |
| 7D | -1.9% | +8.3% | -10.3% | -6.3% |
| 30D | -4.9% | -14.1% | +9.3% | +1.7% |
| 3M | -6.4% | -16.0% | +9.6% | -1.7% |
| 6M | +44.4% | +21.5% | +22.9% | +18.0% |
| YTD | +35.2% | +65.4% | -30.3% | -11.9% |
| 1Y | +49.5% | +195.0% | -145.5% | -35.2% |
| 3Y | +250.7% | +830.2% | -579.4% | -31.0% |
| All | +250.7% | +805.6% | -554.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling