-27.8%
COIN vs TD
+125.7%
-153.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.8% |
| 7D | -5.1% | -0.5% | -4.5% | -4.4% |
| 30D | +17.6% | -1.9% | +19.5% | +20.2% |
| 3M | +9.2% | +4.8% | +4.5% | +1.5% |
| 6M | -11.8% | +28.0% | -39.8% | -37.5% |
| YTD | -22.5% | +30.3% | -52.8% | -46.0% |
| 1Y | -45.9% | +59.8% | -105.7% | -71.5% |
| 3Y | +117.4% | +124.7% | -7.3% | -29.3% |
| All | -27.8% | +125.7% | -153.5% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling