-46.6%
COIN vs TMO
+27.8%
-74.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -5.1% | -0.6% | -4.4% | -4.6% |
| 30D | +17.6% | +1.1% | +16.5% | +17.1% |
| 3M | +9.2% | +28.3% | -19.1% | -10.3% |
| 6M | -11.8% | +23.3% | -35.0% | -26.2% |
| YTD | -22.5% | +5.5% | -28.0% | -26.2% |
| 1Y | -45.9% | +24.5% | -70.4% | -55.4% |
| 3Y | +117.4% | +19.6% | +97.8% | +74.1% |
| 5Y | -29.4% | +8.1% | -37.5% | -36.4% |
| All | -46.6% | +27.8% | -74.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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