+116.7%
COIN vs TSLL
-33.2%
+149.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -0.1% | +5.1% | -5.3% | -1.7% |
| 30D | +17.5% | +20.0% | -2.5% | +11.5% |
| 3M | +12.4% | -23.8% | +36.1% | +16.7% |
| 6M | -12.5% | -30.3% | +17.7% | -8.1% |
| YTD | -22.7% | -47.7% | +24.9% | -12.4% |
| 1Y | -45.2% | -21.2% | -24.0% | -46.1% |
| All | +116.7% | -33.2% | +149.9% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling