-30.6%
COIN vs TMF
-88.5%
+57.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.2% |
| 7D | -10.6% | -4.8% | -5.8% | -10.3% |
| 30D | +16.0% | -4.9% | +20.9% | +16.3% |
| 3M | +11.9% | -13.4% | +25.3% | +12.8% |
| 6M | -12.3% | -23.0% | +10.7% | -11.2% |
| YTD | -23.8% | -20.2% | -3.6% | -22.9% |
| 1Y | -45.4% | -26.5% | -18.9% | -44.6% |
| 3Y | +109.9% | -45.2% | +155.0% | +114.0% |
| 5Y | -30.6% | -88.4% | +57.8% | -34.2% |
| All | -30.6% | -88.5% | +57.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling