+290.4%
TSM vs COIN
-54.0%
+344.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +1.0% | -5.1% | +6.1% | +1.8% |
| 30D | +1.0% | +17.6% | -16.6% | -1.8% |
| 3M | +2.9% | +9.2% | -6.4% | +0.7% |
| 6M | +22.8% | -11.8% | +34.6% | +23.4% |
| YTD | +43.3% | -22.5% | +65.8% | +45.3% |
| 1Y | +69.2% | -45.9% | +115.1% | +80.1% |
| 3Y | +404.5% | +117.4% | +287.1% | +310.5% |
| 5Y | +282.2% | -29.4% | +311.6% | +232.0% |
| All | +290.4% | -54.0% | +344.4% | +234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling