-41.7%
COIN vs TNA
-26.4%
-15.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.4% | +10.0% |
| 7D | +3.7% | -8.3% | +12.0% | +10.0% |
| 30D | +28.9% | -16.9% | +45.9% | +46.5% |
| 3M | +19.8% | -8.0% | +27.8% | +26.1% |
| 6M | -2.1% | +46.4% | -48.5% | -27.5% |
| YTD | -15.3% | +40.9% | -56.3% | -35.4% |
| 1Y | -40.7% | +48.6% | -89.3% | -56.9% |
| 3Y | +129.4% | +99.0% | +30.4% | +20.7% |
| 5Y | -21.2% | -20.8% | -0.4% | -35.2% |
| All | -41.7% | -26.4% | -15.3% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling