+548.8%
PLTR vs TCOM
+25.9%
+522.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.6% |
| 7D | 0.0% | -10.2% | +10.2% | +3.4% |
| 30D | -3.3% | -16.8% | +13.6% | +2.4% |
| 3M | +28.4% | -16.7% | +45.1% | +35.4% |
| 6M | +8.4% | -27.1% | +35.4% | +19.1% |
| YTD | -4.6% | -45.5% | +40.9% | +14.2% |
| 1Y | +4.4% | -45.9% | +50.3% | +25.3% |
| 3Y | +1,020.5% | +9.8% | +1,010.7% | +892.8% |
| 5Y | +548.8% | +23.8% | +525.0% | +383.1% |
| All | +548.8% | +25.9% | +522.9% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling