-50.7%
COIN vs TSEM
+79.9%
-130.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.7% | +12.9% | +5.7% |
| 7D | -6.7% | -23.1% | +16.4% | -2.3% |
| 30D | -19.5% | -40.4% | +20.9% | -12.5% |
| 3M | +0.5% | -37.9% | +38.4% | +7.8% |
| 6M | -25.4% | -30.8% | +5.4% | -24.1% |
| YTD | -33.0% | +26.7% | -59.7% | -44.7% |
| 1Y | -50.7% | +80.5% | -131.2% | -66.7% |
| All | -50.7% | +79.9% | -130.6% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling