-46.6%
COIN vs TSEM
+605.1%
-651.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | -5.1% | -4.9% | -0.2% | -3.3% |
| 30D | +17.6% | -18.7% | +36.3% | +26.2% |
| 3M | +9.2% | -18.1% | +27.4% | +12.0% |
| 6M | -11.8% | +77.1% | -88.9% | -41.6% |
| YTD | -22.5% | +80.1% | -102.6% | -50.4% |
| 1Y | -45.9% | +220.4% | -266.3% | -75.3% |
| 3Y | +117.4% | +650.1% | -532.7% | -39.5% |
| 5Y | -29.4% | +628.9% | -658.3% | -78.6% |
| All | -46.6% | +605.1% | -651.7% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling