+117.4%
COIN vs TTWO
+50.8%
+66.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | -5.1% | +0.4% | -5.4% | -5.3% |
| 30D | +17.6% | -11.3% | +28.9% | +26.1% |
| 3M | +9.2% | +1.6% | +7.6% | +6.0% |
| 6M | -11.8% | +2.1% | -13.8% | -14.4% |
| YTD | -22.5% | -15.8% | -6.7% | -15.7% |
| 1Y | -45.9% | -12.6% | -33.3% | -42.9% |
| 3Y | +117.4% | +48.2% | +69.2% | +52.0% |
| All | +117.4% | +50.8% | +66.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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