+1,660.3%
PLTR vs TDY
+92.8%
+1,567.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | -4.1% | -1.1% | -2.9% | -3.3% |
| 30D | -2.2% | -12.0% | +9.8% | +6.7% |
| 3M | +27.6% | -3.2% | +30.8% | +29.8% |
| 6M | +10.3% | -7.9% | +18.2% | +15.5% |
| YTD | -5.9% | +18.2% | -24.1% | -19.1% |
| 1Y | +1.7% | +6.7% | -4.9% | -5.5% |
| 3Y | +959.1% | +47.5% | +911.5% | +668.9% |
| 5Y | +536.3% | +39.5% | +496.8% | +377.0% |
| All | +1,660.3% | +92.8% | +1,567.5% | +1,232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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