+1,025.6%
PLTR vs TCOM
+13.4%
+1,012.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -5.3% | -7.6% | +2.3% | -3.4% |
| 30D | -1.0% | -12.2% | +11.2% | +2.5% |
| 3M | +24.8% | -14.2% | +39.0% | +29.6% |
| 6M | +8.4% | -25.0% | +33.4% | +16.7% |
| YTD | -4.2% | -43.7% | +39.5% | +10.7% |
| 1Y | +9.1% | -44.5% | +53.6% | +26.6% |
| 3Y | +1,025.6% | +13.4% | +1,012.2% | +907.4% |
| All | +1,025.6% | +13.4% | +1,012.2% | +907.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling