+117.4%
COIN vs TXG
+43.8%
+73.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | -5.1% | +9.5% | -14.6% | -8.1% |
| 30D | +17.6% | +18.8% | -1.2% | +11.1% |
| 3M | +9.2% | +136.1% | -126.9% | -19.6% |
| 6M | -11.8% | +235.2% | -247.0% | -44.0% |
| YTD | -22.5% | +320.5% | -343.0% | -55.1% |
| 1Y | -45.9% | +425.2% | -471.1% | -71.7% |
| 3Y | +117.4% | +42.9% | +74.5% | +90.3% |
| All | +117.4% | +43.8% | +73.6% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling