-46.8%
COIN vs TMUS
+42.7%
-89.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.4% |
| 7D | -0.1% | -5.3% | +5.2% | +2.0% |
| 30D | +17.5% | +0.1% | +17.4% | +17.3% |
| 3M | +12.4% | -0.6% | +13.0% | +11.2% |
| 6M | -12.5% | -17.5% | +5.0% | -6.5% |
| YTD | -22.7% | -11.3% | -11.5% | -21.3% |
| 1Y | -45.2% | -25.4% | -19.8% | -38.6% |
| 3Y | +112.8% | +35.5% | +77.3% | +41.3% |
| 5Y | -31.9% | +41.9% | -73.8% | -58.1% |
| All | -46.8% | +42.7% | -89.5% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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