+47.1%
COIN vs TSLL
-0.6%
+47.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +1.5% |
| 7D | -10.1% | +0.5% | -10.5% | -10.8% |
| 30D | -24.5% | +2.7% | -27.1% | -26.0% |
| 3M | -8.3% | +26.3% | -34.6% | -15.7% |
| 6M | -37.1% | -37.2% | +0.1% | -32.6% |
| YTD | -39.7% | -44.2% | +4.5% | -34.0% |
| 1Y | -55.2% | -44.0% | -11.2% | -51.4% |
| All | +47.1% | -0.6% | +47.7% | +40.1% |
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