+404.5%
TSM vs COIN
+113.7%
+290.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +1.0% | -5.1% | +6.1% | +1.8% |
| 30D | +1.0% | +17.6% | -16.6% | -2.1% |
| 3M | +2.9% | +9.2% | -6.4% | +0.6% |
| 6M | +22.8% | -11.8% | +34.6% | +23.4% |
| YTD | +43.3% | -22.5% | +65.8% | +45.6% |
| 1Y | +69.2% | -45.9% | +115.1% | +81.2% |
| 3Y | +404.5% | +117.4% | +287.1% | +314.1% |
| All | +404.5% | +113.7% | +290.8% | +314.1% |
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 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