-46.6%
COIN vs TT
+178.5%
-225.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | -5.1% | -1.2% | -3.9% | -4.0% |
| 30D | +17.6% | -7.3% | +24.9% | +25.5% |
| 3M | +9.2% | -3.6% | +12.8% | +10.4% |
| 6M | -11.8% | +2.8% | -14.6% | -17.5% |
| YTD | -22.5% | +14.5% | -37.0% | -35.6% |
| 1Y | -45.9% | +7.4% | -53.3% | -52.1% |
| 3Y | +117.4% | +116.2% | +1.2% | -12.8% |
| 5Y | -29.4% | +147.4% | -176.8% | -81.6% |
| All | -46.6% | +178.5% | -225.1% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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