+1,660.3%
PLTR vs TDG
+180.6%
+1,479.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -4.1% | -1.9% | -2.2% | -3.0% |
| 30D | -2.2% | -7.7% | +5.5% | +2.3% |
| 3M | +27.6% | -9.3% | +36.9% | +33.9% |
| 6M | +10.3% | -9.4% | +19.7% | +14.1% |
| YTD | -5.9% | -14.3% | +8.3% | -0.2% |
| 1Y | +1.7% | -11.8% | +13.6% | +5.2% |
| 3Y | +959.1% | +52.0% | +907.1% | +622.0% |
| 5Y | +536.3% | +128.8% | +407.5% | +247.1% |
| All | +1,660.3% | +180.6% | +1,479.7% | +924.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling