-45.5%
COIN vs TER
+194.4%
-239.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -5.4% |
| 7D | +1.2% | +11.0% | -9.8% | -5.0% |
| 30D | +16.5% | -1.9% | +18.4% | +16.1% |
| 3M | +10.4% | -0.7% | +11.0% | +0.5% |
| 6M | -9.3% | +36.4% | -45.6% | -38.5% |
| YTD | -20.9% | +92.4% | -113.3% | -59.3% |
| 1Y | -40.8% | +213.5% | -254.3% | -80.0% |
| 3Y | +118.0% | +277.2% | -159.3% | -45.5% |
| 5Y | -30.7% | +219.1% | -249.8% | -79.1% |
| All | -45.5% | +194.4% | -239.9% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling