+117.4%
COIN vs TLN
+471.2%
-353.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -5.1% | -1.3% | -3.7% | -4.6% |
| 30D | +17.6% | -14.3% | +31.9% | +24.5% |
| 3M | +9.2% | -9.3% | +18.5% | +11.3% |
| 6M | -11.8% | -1.1% | -10.7% | -14.2% |
| YTD | -22.5% | -16.6% | -5.9% | -20.4% |
| 1Y | -45.9% | -22.0% | -23.9% | -42.7% |
| 3Y | +117.4% | +470.2% | -352.8% | -16.9% |
| All | +117.4% | +471.2% | -353.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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