-46.6%
COIN vs TTMI
+745.2%
-791.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +0.1% |
| 7D | -5.1% | +0.7% | -5.7% | -5.5% |
| 30D | +17.6% | -8.4% | +26.0% | +20.8% |
| 3M | +9.2% | -32.5% | +41.7% | +25.5% |
| 6M | -11.8% | +32.5% | -44.2% | -35.1% |
| YTD | -22.5% | +83.2% | -105.7% | -55.4% |
| 1Y | -45.9% | +161.7% | -207.6% | -76.7% |
| 3Y | +117.4% | +890.1% | -772.7% | -66.4% |
| 5Y | -29.4% | +832.4% | -861.9% | -88.8% |
| All | -46.6% | +745.2% | -791.8% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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