+1,681.1%
PLTR vs TAP
+40.7%
+1,640.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.6% |
| 7D | -5.1% | -7.8% | +2.7% | -4.6% |
| 30D | -19.1% | +7.1% | -26.2% | -19.7% |
| 3M | -1.6% | -7.0% | +5.4% | -1.1% |
| 6M | +22.8% | -3.8% | +26.6% | +23.0% |
| YTD | -4.8% | -11.7% | +6.9% | -4.3% |
| 1Y | -4.9% | -10.1% | +5.2% | -4.7% |
| 3Y | +826.1% | -23.7% | +849.8% | +844.1% |
| 5Y | +597.7% | +2.9% | +594.8% | +566.5% |
| All | +1,681.1% | +40.7% | +1,640.3% | +1,671.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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