-46.8%
COIN vs TXT
+38.3%
-85.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.7% |
| 7D | -0.1% | +0.8% | -1.0% | -0.9% |
| 30D | +17.5% | -10.4% | +28.0% | +28.5% |
| 3M | +12.4% | -14.3% | +26.7% | +26.8% |
| 6M | -12.5% | -15.1% | +2.6% | -2.0% |
| YTD | -22.7% | -8.3% | -14.4% | -21.4% |
| 1Y | -45.2% | -0.7% | -44.5% | -48.4% |
| 3Y | +112.8% | +6.0% | +106.9% | +80.1% |
| 5Y | -31.9% | +12.5% | -44.4% | -45.1% |
| All | -46.8% | +38.3% | -85.0% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling