-50.7%
COIN vs TXG
+406.9%
-457.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.7% | +3.1% |
| 7D | -6.7% | -19.3% | +12.6% | -0.6% |
| 30D | -19.5% | -30.9% | +11.4% | -11.3% |
| 3M | +0.5% | +41.1% | -40.6% | -11.4% |
| 6M | -25.4% | +211.9% | -237.2% | -48.6% |
| YTD | -33.0% | +314.0% | -347.0% | -59.2% |
| 1Y | -50.7% | +405.4% | -456.1% | -72.3% |
| All | -50.7% | +406.9% | -457.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling