-27.8%
COIN vs TRI
-10.0%
-17.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | -5.1% | -7.9% | +2.8% | +0.3% |
| 30D | +17.6% | -4.5% | +22.1% | +21.1% |
| 3M | +9.2% | +22.1% | -12.9% | -9.6% |
| 6M | -11.8% | -2.8% | -9.0% | -14.6% |
| YTD | -22.5% | -23.4% | +0.9% | -5.4% |
| 1Y | -45.9% | -41.5% | -4.4% | -10.9% |
| 3Y | +117.4% | -19.2% | +136.6% | +90.6% |
| All | -27.8% | -10.0% | -17.8% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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