-46.6%
COIN vs TXT
+40.2%
-86.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | -0.3% |
| 7D | -5.1% | +2.5% | -7.5% | -7.1% |
| 30D | +17.6% | -8.9% | +26.4% | +26.6% |
| 3M | +9.2% | -13.6% | +22.8% | +22.3% |
| 6M | -11.8% | -13.1% | +1.3% | -3.2% |
| YTD | -22.5% | -7.0% | -15.5% | -22.1% |
| 1Y | -45.9% | -1.4% | -44.5% | -48.6% |
| 3Y | +117.4% | +7.0% | +110.4% | +82.7% |
| 5Y | -29.4% | +15.4% | -44.8% | -44.0% |
| All | -46.6% | +40.2% | -86.8% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling