+99.9%
COIN vs TSLL
-54.8%
+154.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -5.1% | +6.1% | -11.2% | -7.1% |
| 30D | +17.6% | +20.6% | -3.0% | +10.3% |
| 3M | +9.2% | -25.4% | +34.7% | +15.1% |
| 6M | -11.8% | -34.2% | +22.4% | -4.9% |
| YTD | -22.5% | -48.4% | +25.9% | -9.7% |
| 1Y | -45.9% | -30.8% | -15.1% | -45.1% |
| 3Y | +117.4% | -37.4% | +154.8% | +67.9% |
| All | +99.9% | -54.8% | +154.7% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling