-46.6%
COIN vs TE
-54.1%
+7.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | -5.1% | +0.2% | -5.3% | -5.4% |
| 30D | +17.6% | -5.9% | +23.5% | +18.7% |
| 3M | +9.2% | -45.6% | +54.8% | +24.2% |
| 6M | -11.8% | -43.4% | +31.6% | -8.9% |
| YTD | -22.5% | -31.0% | +8.5% | -26.8% |
| 1Y | -45.9% | +145.2% | -191.1% | -70.5% |
| 3Y | +117.4% | -24.1% | +141.4% | +39.6% |
| 5Y | -29.4% | -48.1% | +18.7% | -46.0% |
| All | -46.6% | -54.1% | +7.5% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling