+37.8%
COIN vs TYL
+1.3%
+36.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -5.3% | +0.8% | -6.1% | -5.6% |
| 30D | -26.2% | +21.1% | -47.3% | -32.4% |
| 3M | -17.1% | +28.9% | -46.0% | -26.1% |
| 6M | -36.7% | +42.0% | -78.8% | -46.8% |
| YTD | -43.6% | -6.6% | -37.0% | -42.7% |
| 1Y | -54.9% | -9.1% | -45.8% | -53.7% |
| 3Y | +37.8% | +1.8% | +35.9% | +35.0% |
| All | +37.8% | +1.3% | +36.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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