-46.8%
COIN vs TAP
-11.8%
-34.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.1% |
| 7D | -0.1% | -5.1% | +4.9% | +1.1% |
| 30D | +17.5% | -8.4% | +26.0% | +19.8% |
| 3M | +12.4% | -3.9% | +16.3% | +12.9% |
| 6M | -12.5% | -14.4% | +1.8% | -9.7% |
| YTD | -22.7% | -14.7% | -8.0% | -21.4% |
| 1Y | -45.2% | -18.7% | -26.5% | -43.4% |
| 3Y | +112.8% | -32.6% | +145.5% | +132.4% |
| 5Y | -31.9% | -1.4% | -30.4% | -35.1% |
| All | -46.8% | -11.8% | -34.9% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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