-27.8%
COIN vs TER
+217.4%
-245.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +0.3% |
| 7D | -5.1% | +6.4% | -11.4% | -8.6% |
| 30D | +17.6% | -5.7% | +23.3% | +20.0% |
| 3M | +9.2% | -0.4% | +9.6% | -0.6% |
| 6M | -11.8% | +25.8% | -37.6% | -36.9% |
| YTD | -22.5% | +96.4% | -118.9% | -61.4% |
| 1Y | -45.9% | +229.2% | -275.1% | -82.9% |
| 3Y | +117.4% | +288.1% | -170.7% | -49.8% |
| All | -27.8% | +217.4% | -245.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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