-12.5%
COIN vs TER
+44.7%
-57.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.7% |
| 7D | -0.1% | +12.4% | -12.5% | -1.7% |
| 30D | +17.5% | +5.1% | +12.4% | +16.4% |
| 3M | +12.4% | +4.0% | +8.4% | +6.1% |
| 6M | -12.5% | +29.5% | -42.1% | -23.2% |
| All | -12.5% | +44.7% | -57.2% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling