+1,668.3%
PLTR vs TE
-80.9%
+1,749.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -1.5% |
| 7D | +4.7% | -19.1% | +23.8% | +8.6% |
| 30D | -16.4% | -34.1% | +17.7% | -10.6% |
| 3M | -6.2% | -60.1% | +54.0% | +8.7% |
| 6M | +29.2% | -66.0% | +95.1% | +45.3% |
| YTD | -5.5% | -71.4% | +65.9% | +5.1% |
| 1Y | -2.4% | -45.3% | +42.9% | -6.9% |
| 3Y | +752.3% | +9.1% | +743.2% | +425.4% |
| 5Y | +635.8% | -82.6% | +718.4% | +631.8% |
| All | +1,668.3% | -80.9% | +1,749.3% | +1,773.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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