-47.5%
COIN vs TRV
+168.2%
-215.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -10.6% | -1.5% | -9.1% | -10.4% |
| 30D | +16.0% | -1.8% | +17.8% | +16.2% |
| 3M | +11.9% | +21.6% | -9.7% | +8.4% |
| 6M | -12.3% | +22.5% | -34.8% | -15.2% |
| YTD | -23.8% | +28.1% | -52.0% | -27.0% |
| 1Y | -45.4% | +37.0% | -82.4% | -48.5% |
| 3Y | +109.9% | +141.9% | -32.0% | +88.8% |
| 5Y | -30.6% | +158.5% | -189.1% | -39.3% |
| All | -47.5% | +168.2% | -215.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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