+292.3%
TSM vs COIN
-54.1%
+346.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.5% |
| 7D | +4.8% | -0.1% | +4.9% | +4.7% |
| 30D | +4.0% | +17.5% | -13.5% | +1.2% |
| 3M | +2.0% | +12.4% | -10.4% | -0.6% |
| 6M | +25.5% | -12.5% | +38.0% | +26.3% |
| YTD | +44.0% | -22.7% | +66.7% | +46.1% |
| 1Y | +75.4% | -45.2% | +120.6% | +86.4% |
| 3Y | +406.7% | +112.8% | +293.9% | +313.5% |
| 5Y | +285.0% | -31.9% | +316.8% | +235.3% |
| All | +292.3% | -54.1% | +346.5% | +236.3% |
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