-2.4%
PLTR vs TCOM
-41.4%
+39.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.2% |
| 7D | +4.7% | -1.8% | +6.5% | +5.0% |
| 30D | -16.4% | +12.1% | -28.5% | -18.1% |
| 3M | -6.2% | -3.2% | -3.0% | -5.4% |
| 6M | +29.2% | -16.6% | +45.8% | +33.5% |
| YTD | -5.5% | -39.4% | +33.9% | +0.9% |
| 1Y | -2.4% | -41.5% | +39.1% | +6.6% |
| All | -2.4% | -41.4% | +39.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling