-46.6%
COIN vs TNA
-25.5%
-21.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.0% |
| 7D | -5.1% | -7.3% | +2.2% | 0.0% |
| 30D | +17.6% | -14.2% | +31.8% | +30.6% |
| 3M | +9.2% | -4.6% | +13.8% | +12.2% |
| 6M | -11.8% | +36.9% | -48.7% | -31.6% |
| YTD | -22.5% | +42.5% | -65.0% | -41.3% |
| 1Y | -45.9% | +45.8% | -91.7% | -60.1% |
| 3Y | +117.4% | +104.7% | +12.7% | +12.2% |
| 5Y | -29.4% | -21.7% | -7.7% | -42.2% |
| All | -46.6% | -25.5% | -21.1% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling