+45.6%
COIN vs TSLL
-51.4%
+96.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.1% |
| 7D | -5.3% | +17.8% | -23.1% | -10.5% |
| 30D | -26.2% | +8.2% | -34.4% | -29.3% |
| 3M | -17.1% | +20.9% | -37.9% | -24.0% |
| 6M | -36.7% | -37.5% | +0.8% | -31.4% |
| YTD | -43.6% | -44.5% | +0.9% | -37.2% |
| 1Y | -54.9% | -33.0% | -22.0% | -53.4% |
| 3Y | +37.8% | -6.4% | +44.2% | -13.1% |
| All | +45.6% | -51.4% | +96.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling