+117.4%
COIN vs TFC
+92.8%
+24.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -5.1% | -2.4% | -2.7% | -2.8% |
| 30D | +17.6% | -3.4% | +21.0% | +20.7% |
| 3M | +9.2% | +0.4% | +8.8% | +6.8% |
| 6M | -11.8% | +12.7% | -24.4% | -24.8% |
| YTD | -22.5% | +5.6% | -28.1% | -29.4% |
| 1Y | -45.9% | +16.0% | -61.9% | -55.7% |
| 3Y | +117.4% | +94.0% | +23.4% | +26.3% |
| All | +117.4% | +92.8% | +24.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling