+55.4%
COIN vs TSLL
-51.1%
+106.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +1.2% |
| 7D | -10.1% | +0.5% | -10.5% | -11.0% |
| 30D | -24.5% | +2.7% | -27.1% | -26.4% |
| 3M | -8.3% | +26.3% | -34.6% | -17.1% |
| 6M | -37.1% | -37.2% | +0.1% | -31.9% |
| YTD | -39.7% | -44.2% | +4.5% | -33.0% |
| 1Y | -55.2% | -44.0% | -11.2% | -50.9% |
| 3Y | +46.7% | 0.0% | +46.6% | -10.7% |
| All | +55.4% | -51.1% | +106.5% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling