+33.6%
TSLA vs COIN
+113.7%
-80.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +3.2% | -5.1% | +8.3% | +4.8% |
| 30D | +11.6% | +17.6% | -6.0% | +5.8% |
| 3M | -8.4% | +9.2% | -17.7% | -11.9% |
| 6M | -10.4% | -11.8% | +1.4% | -8.9% |
| YTD | -18.7% | -22.5% | +3.8% | -15.5% |
| 1Y | -0.9% | -45.9% | +45.0% | +13.9% |
| 3Y | +33.6% | +117.4% | -83.8% | -9.9% |
| All | +33.6% | +113.7% | -80.2% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling