-35.4%
TLT vs COIN
-28.9%
-6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -1.6% |
| 30D | -1.1% | +17.6% | -18.7% | -1.2% |
| 3M | -4.9% | +9.2% | -14.1% | -4.9% |
| 6M | -5.0% | -11.8% | +6.7% | -5.0% |
| YTD | -4.4% | -22.5% | +18.1% | -4.3% |
| 1Y | -6.4% | -45.9% | +39.5% | -6.2% |
| 3Y | -2.0% | +117.4% | -119.4% | -3.5% |
| All | -35.4% | -28.9% | -6.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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