-46.6%
COIN vs TD
+124.3%
-170.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | -5.1% | -0.5% | -4.5% | -4.4% |
| 30D | +17.6% | -1.9% | +19.5% | +20.1% |
| 3M | +9.2% | +4.8% | +4.5% | +1.9% |
| 6M | -11.8% | +28.0% | -39.8% | -36.3% |
| YTD | -22.5% | +30.3% | -52.8% | -44.9% |
| 1Y | -45.9% | +59.8% | -105.7% | -70.4% |
| 3Y | +117.4% | +124.7% | -7.3% | -24.1% |
| 5Y | -29.4% | +127.0% | -156.4% | -69.0% |
| All | -46.6% | +124.3% | -170.9% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling