+113.7%
COIN vs TMF
-44.0%
+157.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -10.6% | -4.8% | -5.8% | -10.4% |
| 30D | +16.0% | -4.9% | +20.9% | +16.2% |
| 3M | +11.9% | -13.4% | +25.3% | +12.3% |
| 6M | -12.3% | -23.0% | +10.7% | -12.0% |
| YTD | -23.8% | -20.2% | -3.6% | -23.5% |
| 1Y | -45.4% | -26.5% | -18.9% | -45.1% |
| All | +113.7% | -44.0% | +157.7% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling