-27.8%
COIN vs TOST
-50.3%
+22.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -0.7% |
| 7D | -0.1% | -4.7% | +4.5% | +3.0% |
| 30D | +17.5% | -9.1% | +26.6% | +24.7% |
| 3M | +12.4% | +29.8% | -17.4% | -6.4% |
| 6M | -12.5% | +10.0% | -22.6% | -20.5% |
| YTD | -22.7% | -8.6% | -14.1% | -20.7% |
| 1Y | -45.2% | -20.7% | -24.5% | -38.6% |
| 3Y | +112.8% | +55.7% | +57.1% | +42.7% |
| All | -27.8% | -50.3% | +22.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling