-50.7%
COIN vs TSLL
-48.4%
-2.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.3% | +10.5% | +6.2% |
| 7D | -6.7% | -9.4% | +2.8% | -3.8% |
| 30D | -19.5% | +1.6% | -21.1% | -20.6% |
| 3M | +0.5% | +29.4% | -28.9% | -9.4% |
| 6M | -25.4% | -20.1% | -5.2% | -25.6% |
| YTD | -33.0% | -44.5% | +11.5% | -26.0% |
| 1Y | -50.7% | -46.0% | -4.7% | -46.4% |
| All | -50.7% | -48.4% | -2.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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