-46.8%
COIN vs TFC
+10.6%
-57.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.7% |
| 7D | -0.1% | -1.3% | +1.2% | +1.1% |
| 30D | +17.5% | -2.3% | +19.9% | +19.2% |
| 3M | +12.4% | +2.5% | +9.9% | +8.3% |
| 6M | -12.5% | +9.5% | -22.0% | -21.6% |
| YTD | -22.7% | +5.1% | -27.8% | -28.2% |
| 1Y | -45.2% | +15.5% | -60.7% | -53.3% |
| 3Y | +112.8% | +95.2% | +17.7% | +21.5% |
| 5Y | -31.9% | +14.5% | -46.3% | -37.5% |
| All | -46.8% | +10.6% | -57.3% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling