-27.8%
COIN vs TXG
-62.8%
+35.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.1% |
| 7D | -5.1% | +9.5% | -14.6% | -9.4% |
| 30D | +17.6% | +18.8% | -1.2% | +8.4% |
| 3M | +9.2% | +136.1% | -126.9% | -30.2% |
| 6M | -11.8% | +235.2% | -247.0% | -54.6% |
| YTD | -22.5% | +320.5% | -343.0% | -65.1% |
| 1Y | -45.9% | +425.2% | -471.1% | -79.1% |
| 3Y | +117.4% | +42.9% | +74.5% | +53.8% |
| All | -27.8% | -62.8% | +35.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling