-23.7%
COIN vs TOST
-48.0%
+24.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +3.4% | -3.4% | +6.8% | +5.6% |
| 30D | +23.2% | -2.4% | +25.6% | +24.5% |
| 3M | +12.5% | +34.6% | -22.1% | -8.7% |
| 6M | -11.6% | +15.2% | -26.8% | -22.2% |
| YTD | -18.4% | -4.4% | -14.0% | -18.7% |
| 1Y | -39.8% | -17.4% | -22.4% | -34.3% |
| 3Y | +136.7% | +54.5% | +82.3% | +59.6% |
| All | -23.7% | -48.0% | +24.3% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling