-50.7%
COIN vs TTD
-72.7%
+21.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.5% |
| 7D | -6.7% | +3.7% | -10.3% | -7.3% |
| 30D | -19.5% | +10.4% | -29.9% | -21.3% |
| 3M | +0.5% | -31.6% | +32.1% | +8.2% |
| 6M | -25.4% | -45.1% | +19.7% | -15.3% |
| YTD | -33.0% | -65.1% | +32.1% | -9.6% |
| 1Y | -50.7% | -72.0% | +21.3% | -27.9% |
| All | -50.7% | -72.7% | +21.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling