-50.7%
COIN vs TSLQ
-17.8%
-32.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.4% | -2.3% | +6.3% |
| 7D | -6.7% | +9.8% | -16.5% | -3.8% |
| 30D | -19.5% | -6.0% | -13.5% | -20.6% |
| 3M | +0.5% | -35.0% | +35.5% | -9.7% |
| 6M | -25.4% | -24.9% | -0.4% | -26.2% |
| YTD | -33.0% | -12.7% | -20.3% | -27.3% |
| 1Y | -50.7% | -21.0% | -29.7% | -47.6% |
| All | -50.7% | -17.8% | -32.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling