-27.8%
COIN vs TCOM
+29.4%
-57.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -5.1% | -4.9% | -0.2% | -3.1% |
| 30D | +17.6% | -14.4% | +32.0% | +24.9% |
| 3M | +9.2% | -17.7% | +26.9% | +17.2% |
| 6M | -11.8% | -25.1% | +13.3% | -1.7% |
| YTD | -22.5% | -45.7% | +23.2% | -2.8% |
| 1Y | -45.9% | -47.9% | +2.0% | -30.9% |
| 3Y | +117.4% | +8.9% | +108.4% | +91.0% |
| All | -27.8% | +29.4% | -57.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling