-50.7%
COIN vs TXT
+9.2%
-59.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.2% |
| 7D | -6.7% | +10.6% | -17.3% | -7.3% |
| 30D | -19.5% | +14.4% | -33.9% | -20.4% |
| 3M | +0.5% | -2.7% | +3.3% | +1.2% |
| 6M | -25.4% | -4.7% | -20.7% | -24.5% |
| YTD | -33.0% | -0.5% | -32.5% | -38.1% |
| 1Y | -50.7% | +8.7% | -59.4% | -64.2% |
| All | -50.7% | +9.2% | -59.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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