+104.1%
COIN vs TSLL
-54.0%
+158.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.9% | -11.0% | -5.7% |
| 7D | +1.2% | +5.8% | -4.6% | -0.9% |
| 30D | +16.5% | +21.7% | -5.2% | +8.9% |
| 3M | +10.4% | -28.2% | +38.6% | +17.6% |
| 6M | -9.3% | -29.5% | +20.2% | -4.5% |
| YTD | -20.9% | -47.5% | +26.7% | -8.3% |
| 1Y | -40.8% | -20.8% | -20.0% | -42.7% |
| 3Y | +118.0% | -26.7% | +144.7% | +53.2% |
| All | +104.1% | -54.0% | +158.1% | +79.1% |
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 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