-11.8%
COIN vs TE
-42.2%
+30.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +17.6% | -5.9% | +23.5% | +17.8% |
| 3M | +9.2% | -45.6% | +54.8% | +11.7% |
| 6M | -11.8% | -43.4% | +31.6% | -13.7% |
| All | -11.8% | -42.2% | +30.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 6mo: compounded portfolio wealth divided by compounded TE 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…
6mo analysis · Full analysis span regression · 6 months rolling