-28.9%
TLT vs COIN
-54.1%
+25.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | -0.3% | -0.1% | -0.1% | -0.3% |
| 30D | 0.0% | +17.5% | -17.5% | -0.1% |
| 3M | -2.9% | +12.4% | -15.2% | -3.0% |
| 6M | -6.3% | -12.5% | +6.3% | -6.3% |
| YTD | -3.3% | -22.7% | +19.4% | -3.3% |
| 1Y | -4.2% | -45.2% | +41.0% | -4.1% |
| 3Y | -1.7% | +112.8% | -114.5% | -2.9% |
| 5Y | -34.9% | -31.9% | -3.0% | -36.3% |
| All | -28.9% | -54.1% | +25.2% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling