+36.0%
TSM vs COIN
-52.5%
+88.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.9% |
| 7D | -10.0% | -6.7% | -3.3% | -9.0% |
| 30D | -18.5% | -19.5% | +1.0% | -15.8% |
| 3M | -4.9% | +0.5% | -5.4% | -6.0% |
| 6M | -1.0% | -25.4% | +24.4% | +2.4% |
| YTD | +31.3% | -33.0% | +64.3% | +38.4% |
| 1Y | +36.0% | -50.7% | +86.7% | +55.1% |
| All | +36.0% | -52.5% | +88.5% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling