+1,714.7%
PLTR vs TAP
+40.2%
+1,674.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +0.4% | -8.0% | +8.4% | +1.0% |
| 30D | -17.5% | +4.1% | -21.6% | -17.9% |
| 3M | -1.5% | -4.4% | +2.9% | -1.2% |
| 6M | +25.9% | -1.9% | +27.9% | +25.9% |
| YTD | -3.0% | -12.1% | +9.0% | -2.4% |
| 1Y | -9.7% | -12.0% | +2.3% | -9.2% |
| 3Y | +776.5% | -25.0% | +801.5% | +795.8% |
| 5Y | +649.9% | -1.1% | +651.0% | +619.9% |
| All | +1,714.7% | +40.2% | +1,674.6% | +1,705.0% |
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