+1,645.9%
PLTR vs TE
-54.3%
+1,700.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.6% | -0.9% |
| 7D | -9.1% | +0.9% | -10.0% | -9.4% |
| 30D | -5.2% | -16.3% | +11.1% | -2.6% |
| 3M | +27.4% | -40.8% | +68.1% | +36.0% |
| 6M | +9.7% | -42.6% | +52.3% | +12.3% |
| YTD | -6.7% | -31.4% | +24.7% | -10.1% |
| 1Y | -0.5% | +144.9% | -145.4% | -31.9% |
| 3Y | +996.2% | -26.0% | +1,022.2% | +761.5% |
| 5Y | +531.1% | -48.5% | +579.6% | +433.0% |
| All | +1,645.9% | -54.3% | +1,700.2% | +1,502.6% |
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