-46.6%
COIN vs TMF
-85.7%
+39.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -5.1% | 0.0% | -4.8% |
| 30D | +17.6% | -4.6% | +22.2% | +17.9% |
| 3M | +9.2% | -16.6% | +25.8% | +10.1% |
| 6M | -11.8% | -19.9% | +8.1% | -11.0% |
| YTD | -22.5% | -20.2% | -2.3% | -21.8% |
| 1Y | -45.9% | -27.7% | -18.2% | -45.3% |
| 3Y | +117.4% | -43.9% | +161.3% | +120.3% |
| 5Y | -29.4% | -88.4% | +59.0% | -36.2% |
| All | -46.6% | -85.7% | +39.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling