+13,840.9%
TSM vs COHR
+8,271.9%
+5,569.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | +4.8% | +13.0% | -8.2% | +1.7% |
| 30D | +4.0% | -6.7% | +10.7% | +5.2% |
| 3M | +2.0% | -14.7% | +16.7% | +3.9% |
| 6M | +25.5% | +20.3% | +5.2% | +15.8% |
| YTD | +44.0% | +64.4% | -20.4% | +21.9% |
| 1Y | +75.4% | +205.9% | -130.4% | +26.5% |
| 3Y | +406.7% | +814.1% | -407.3% | +173.5% |
| 5Y | +285.0% | +387.4% | -102.4% | +129.0% |
| 10Y | +1,815.4% | +1,308.9% | +506.5% | +741.5% |
| All | +13,840.9% | +8,271.9% | +5,569.0% | +3,500.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling