-45.5%
COIN vs TPR
+196.6%
-242.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -0.6% |
| 7D | +1.2% | -3.4% | +4.6% | +3.5% |
| 30D | +16.5% | -27.3% | +43.8% | +40.4% |
| 3M | +10.4% | -16.2% | +26.6% | +19.7% |
| 6M | -9.3% | -17.9% | +8.6% | -1.8% |
| YTD | -20.9% | -7.1% | -13.8% | -23.0% |
| 1Y | -40.8% | +13.6% | -54.4% | -50.8% |
| 3Y | +118.0% | +293.7% | -175.8% | -40.6% |
| 5Y | -30.7% | +239.1% | -269.8% | -79.9% |
| All | -45.5% | +196.6% | -242.1% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling