-30.6%
COIN vs TPR
+222.6%
-253.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.7% |
| 7D | -10.6% | -5.1% | -5.5% | -7.3% |
| 30D | +16.0% | -27.6% | +43.5% | +41.5% |
| 3M | +11.9% | -17.5% | +29.4% | +23.2% |
| 6M | -12.3% | -21.3% | +9.0% | -1.8% |
| YTD | -23.8% | -8.5% | -15.4% | -25.5% |
| 1Y | -45.4% | +11.5% | -56.8% | -54.7% |
| 3Y | +109.9% | +288.0% | -178.2% | -49.3% |
| 5Y | -30.6% | +225.2% | -255.8% | -82.1% |
| All | -30.6% | +222.6% | -253.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling