+117.4%
COIN vs TTD
-83.1%
+200.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.8% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | +17.6% | +6.3% | +11.3% | +15.1% |
| 3M | +9.2% | -24.1% | +33.4% | +17.7% |
| 6M | -11.8% | -47.4% | +35.7% | +6.7% |
| YTD | -22.5% | -62.2% | +39.7% | +5.6% |
| 1Y | -45.9% | -68.3% | +22.4% | -21.5% |
| 3Y | +117.4% | -83.4% | +200.8% | +223.5% |
| All | +117.4% | -83.1% | +200.5% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling