+117.4%
COIN vs TSLQ
-95.6%
+213.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.4% |
| 7D | -5.1% | -6.6% | +1.5% | -7.0% |
| 30D | +17.6% | -24.3% | +41.9% | +10.6% |
| 3M | +9.2% | -3.6% | +12.9% | +14.3% |
| 6M | -11.8% | -12.0% | +0.2% | -6.1% |
| YTD | -22.5% | +1.4% | -23.9% | -11.7% |
| 1Y | -45.9% | -43.6% | -2.3% | -45.9% |
| 3Y | +117.4% | -95.4% | +212.8% | +102.5% |
| All | +117.4% | -95.6% | +213.0% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling