-47.5%
COIN vs TSEM
+593.6%
-641.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.1% |
| 7D | -10.6% | +0.9% | -11.5% | -11.2% |
| 30D | +16.0% | -16.6% | +32.6% | +23.1% |
| 3M | +11.9% | -10.9% | +22.8% | +10.3% |
| 6M | -12.3% | +78.0% | -90.4% | -42.3% |
| YTD | -23.8% | +77.2% | -101.0% | -51.0% |
| 1Y | -45.4% | +207.6% | -252.9% | -74.6% |
| 3Y | +109.9% | +637.8% | -528.0% | -41.2% |
| 5Y | -30.6% | +617.0% | -647.6% | -78.8% |
| All | -47.5% | +593.6% | -641.1% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling