-47.5%
COIN vs TSN
-19.6%
-27.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | -10.6% | +1.4% | -11.9% | -11.0% |
| 30D | +16.0% | -6.2% | +22.1% | +17.9% |
| 3M | +11.9% | -5.7% | +17.6% | +13.7% |
| 6M | -12.3% | -11.4% | -1.0% | -9.9% |
| YTD | -23.8% | -8.2% | -15.6% | -23.1% |
| 1Y | -45.4% | -2.0% | -43.4% | -46.5% |
| 3Y | +109.9% | +11.9% | +98.0% | +78.7% |
| 5Y | -30.6% | -17.8% | -12.9% | -23.9% |
| All | -47.5% | -19.6% | -27.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling