+1,779.8%
TSM vs COHR
+1,321.6%
+458.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -2.9% | -0.1% |
| 7D | +1.0% | +8.3% | -7.3% | -1.6% |
| 30D | +1.0% | -14.1% | +15.1% | +5.1% |
| 3M | +2.9% | -16.0% | +18.9% | +5.5% |
| 6M | +22.8% | +21.5% | +1.4% | +9.4% |
| YTD | +43.3% | +65.4% | -22.1% | +13.7% |
| 1Y | +69.2% | +195.0% | -125.8% | +9.3% |
| 3Y | +404.5% | +830.2% | -425.6% | +115.2% |
| 5Y | +282.2% | +397.1% | -114.9% | +84.2% |
| All | +1,779.8% | +1,321.6% | +458.1% | +524.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling