-46.6%
COIN vs TPR
+198.9%
-245.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.2% |
| 7D | -5.1% | -3.0% | -2.1% | -3.2% |
| 30D | +17.6% | -22.6% | +40.2% | +35.9% |
| 3M | +9.2% | -18.2% | +27.4% | +20.6% |
| 6M | -11.8% | -18.0% | +6.2% | -4.4% |
| YTD | -22.5% | -6.4% | -16.1% | -25.0% |
| 1Y | -45.9% | +12.3% | -58.2% | -54.7% |
| 3Y | +117.4% | +298.7% | -181.3% | -41.3% |
| 5Y | -29.4% | +232.5% | -261.9% | -79.6% |
| All | -46.6% | +198.9% | -245.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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