+228.1%
COIN vs TSLQ
-97.2%
+325.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.4% |
| 7D | -5.1% | -6.6% | +1.5% | -7.4% |
| 30D | +17.6% | -24.3% | +41.9% | +9.2% |
| 3M | +9.2% | -3.6% | +12.9% | +14.9% |
| 6M | -11.8% | -12.0% | +0.2% | -5.4% |
| YTD | -22.5% | +1.4% | -23.9% | -9.8% |
| 1Y | -45.9% | -43.6% | -2.3% | -46.6% |
| 3Y | +117.4% | -95.4% | +212.8% | +57.3% |
| All | +228.1% | -97.2% | +325.3% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling