+117.4%
COIN vs TSEM
+645.3%
-527.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | -5.1% | -4.9% | -0.2% | -3.4% |
| 30D | +17.6% | -18.7% | +36.3% | +25.6% |
| 3M | +9.2% | -18.1% | +27.4% | +11.9% |
| 6M | -11.8% | +77.1% | -88.9% | -42.2% |
| YTD | -22.5% | +80.1% | -102.6% | -51.3% |
| 1Y | -45.9% | +220.4% | -266.3% | -76.9% |
| 3Y | +117.4% | +650.1% | -532.7% | -51.9% |
| All | +117.4% | +645.3% | -527.9% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling