-27.8%
COIN vs TEVA
+300.5%
-328.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | -5.1% | +2.0% | -7.1% | -5.9% |
| 30D | +17.6% | +1.0% | +16.6% | +17.0% |
| 3M | +9.2% | +7.3% | +1.9% | +5.3% |
| 6M | -11.8% | +21.7% | -33.5% | -20.2% |
| YTD | -22.5% | +18.8% | -41.3% | -29.3% |
| 1Y | -45.9% | +86.5% | -132.4% | -59.9% |
| 3Y | +117.4% | +269.4% | -152.0% | -1.6% |
| All | -27.8% | +300.5% | -328.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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