+765.0%
PLTR vs TAP
-23.7%
+788.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +3.2% |
| 7D | -12.9% | +0.5% | -13.4% | -12.8% |
| 30D | -17.4% | +9.1% | -26.5% | -17.1% |
| 3M | +2.9% | -3.8% | +6.7% | +3.0% |
| 6M | +19.9% | -3.4% | +23.3% | +20.3% |
| YTD | -9.8% | -10.6% | +0.9% | -9.8% |
| 1Y | -8.4% | -4.4% | -4.0% | -9.0% |
| 3Y | +765.0% | -24.4% | +789.4% | +765.1% |
| All | +765.0% | -23.7% | +788.7% | +765.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling