-46.6%
COIN vs TSCO
+2.2%
-48.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.7% |
| 7D | -5.1% | -5.7% | +0.6% | -1.5% |
| 30D | +17.6% | -8.8% | +26.4% | +24.4% |
| 3M | +9.2% | +6.3% | +2.9% | +3.1% |
| 6M | -11.8% | -32.3% | +20.5% | +13.8% |
| YTD | -22.5% | -32.7% | +10.2% | -1.3% |
| 1Y | -45.9% | -43.7% | -2.2% | -20.8% |
| 3Y | +117.4% | -19.7% | +137.1% | +116.9% |
| 5Y | -29.4% | -11.6% | -17.8% | -35.4% |
| All | -46.6% | +2.2% | -48.8% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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