-45.5%
COIN vs TMF
-84.9%
+39.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.2% | +1.0% | +0.2% | +1.2% |
| 30D | +16.5% | -1.8% | +18.3% | +16.6% |
| 3M | +10.4% | -8.2% | +18.6% | +10.8% |
| 6M | -9.3% | -19.5% | +10.2% | -8.5% |
| YTD | -20.9% | -16.0% | -4.9% | -20.4% |
| 1Y | -40.8% | -22.5% | -18.3% | -40.3% |
| 3Y | +118.0% | -42.3% | +160.2% | +120.6% |
| 5Y | -30.7% | -87.7% | +57.0% | -37.4% |
| All | -45.5% | -84.9% | +39.4% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling