-46.6%
COIN vs TSN
-18.8%
-27.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -5.1% | +3.0% | -8.1% | -6.0% |
| 30D | +17.6% | -4.2% | +21.8% | +18.7% |
| 3M | +9.2% | -3.9% | +13.1% | +10.3% |
| 6M | -11.8% | -9.8% | -1.9% | -9.8% |
| YTD | -22.5% | -7.3% | -15.2% | -22.0% |
| 1Y | -45.9% | -2.2% | -43.7% | -47.0% |
| 3Y | +117.4% | +11.9% | +105.5% | +85.8% |
| 5Y | -29.4% | -16.9% | -12.5% | -22.8% |
| All | -46.6% | -18.8% | -27.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling