-46.6%
COIN vs TTWO
+17.3%
-64.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.3% |
| 7D | -5.1% | +0.4% | -5.4% | -5.4% |
| 30D | +17.6% | -11.3% | +28.9% | +28.6% |
| 3M | +9.2% | +1.6% | +7.6% | +5.3% |
| 6M | -11.8% | +2.1% | -13.8% | -15.1% |
| YTD | -22.5% | -15.8% | -6.7% | -12.2% |
| 1Y | -45.9% | -12.6% | -33.3% | -41.3% |
| 3Y | +117.4% | +48.2% | +69.2% | +38.9% |
| 5Y | -29.4% | +40.0% | -69.4% | -55.6% |
| All | -46.6% | +17.3% | -64.0% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling