+617.6%
PLTR vs TAP
+0.6%
+617.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.2% |
| 7D | +4.7% | +1.3% | +3.5% | +4.7% |
| 30D | -16.4% | +5.7% | -22.1% | -16.8% |
| 3M | -6.2% | -1.9% | -4.2% | -6.0% |
| 6M | +29.2% | +0.9% | +28.2% | +29.0% |
| YTD | -5.5% | -9.5% | +4.0% | -5.2% |
| 1Y | -2.4% | -9.0% | +6.5% | -2.2% |
| 3Y | +752.3% | -22.2% | +774.6% | +767.6% |
| All | +617.6% | +0.6% | +617.0% | +560.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling