-27.8%
COIN vs TSEM
+617.3%
-645.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | -5.1% | -4.9% | -0.2% | -3.2% |
| 30D | +17.6% | -18.7% | +36.3% | +26.3% |
| 3M | +9.2% | -18.1% | +27.4% | +12.0% |
| 6M | -11.8% | +77.1% | -88.9% | -42.1% |
| YTD | -22.5% | +80.1% | -102.6% | -51.0% |
| 1Y | -45.9% | +220.4% | -266.3% | -75.8% |
| 3Y | +117.4% | +650.1% | -532.7% | -42.1% |
| All | -27.8% | +617.3% | -645.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling