-27.8%
COIN vs TTMI
+830.4%
-858.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -35.2% |
| YTD | -22.5% | +83.2% | -105.7% | -55.5% |
| 1Y | -45.9% | +161.7% | -207.6% | -76.7% |
| 3Y | +117.4% | +890.1% | -772.7% | -66.8% |
| All | -27.8% | +830.4% | -858.2% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling