+110.6%
COIN vs TSLL
-57.4%
+168.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -11.8% | +7.7% | -0.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.6% |
| 30D | +23.2% | +17.8% | +5.4% | +16.7% |
| 3M | +12.5% | -37.0% | +49.5% | +25.3% |
| 6M | -11.6% | -37.7% | +26.0% | -2.8% |
| YTD | -18.4% | -51.4% | +33.0% | -2.8% |
| 1Y | -39.8% | -23.4% | -16.5% | -41.1% |
| 3Y | +136.7% | -30.8% | +167.5% | +68.6% |
| All | +110.6% | -57.4% | +168.0% | +89.9% |
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