-45.5%
COIN vs TT
+180.7%
-226.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | +1.2% | +1.6% | -0.4% | -0.1% |
| 30D | +16.5% | -7.3% | +23.8% | +24.3% |
| 3M | +10.4% | -2.6% | +13.0% | +10.1% |
| 6M | -9.3% | +5.9% | -15.2% | -17.5% |
| YTD | -20.9% | +15.4% | -36.3% | -34.7% |
| 1Y | -40.8% | +8.2% | -49.0% | -48.1% |
| 3Y | +118.0% | +122.7% | -4.7% | -15.6% |
| 5Y | -30.7% | +145.0% | -175.7% | -82.1% |
| All | -45.5% | +180.7% | -226.2% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling