+116.7%
COIN vs TOST
+53.6%
+63.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -0.8% |
| 7D | -0.1% | -4.7% | +4.5% | +2.8% |
| 30D | +17.5% | -9.1% | +26.6% | +24.1% |
| 3M | +12.4% | +29.8% | -17.4% | -5.3% |
| 6M | -12.5% | +10.0% | -22.6% | -19.8% |
| YTD | -22.7% | -8.6% | -14.1% | -20.7% |
| 1Y | -45.2% | -20.7% | -24.5% | -38.8% |
| All | +116.7% | +53.6% | +63.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 3y: compounded portfolio wealth divided by compounded TOST 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…
3y analysis · Full analysis span regression · 6 months rolling