-27.8%
COIN vs TTD
-80.2%
+52.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.3% |
| 7D | -5.1% | -0.6% | -4.5% | -4.7% |
| 30D | +17.6% | +6.3% | +11.3% | +13.3% |
| 3M | +9.2% | -24.1% | +33.4% | +22.8% |
| 6M | -11.8% | -47.4% | +35.7% | +18.5% |
| YTD | -22.5% | -62.2% | +39.7% | +24.7% |
| 1Y | -45.9% | -68.3% | +22.4% | -4.1% |
| 3Y | +117.4% | -83.4% | +200.8% | +335.8% |
| All | -27.8% | -80.2% | +52.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling