-46.6%
COIN vs TW
+32.2%
-78.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.4% |
| 7D | -5.1% | -4.5% | -0.6% | -2.3% |
| 30D | +17.6% | -2.3% | +19.9% | +19.2% |
| 3M | +9.2% | +2.6% | +6.6% | +5.1% |
| 6M | -11.8% | -17.5% | +5.8% | -2.1% |
| YTD | -22.5% | -5.3% | -17.2% | -24.3% |
| 1Y | -45.9% | -14.8% | -31.1% | -42.7% |
| 3Y | +117.4% | +18.8% | +98.5% | +48.9% |
| 5Y | -29.4% | +20.7% | -50.1% | -51.6% |
| All | -46.6% | +32.2% | -78.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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