+770.5%
PLTR vs TECK
+77.0%
+693.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.2% |
| 7D | +10.7% | +2.1% | +8.6% | +9.7% |
| 30D | -17.8% | -8.9% | -8.9% | -14.5% |
| 3M | +0.3% | -7.1% | +7.4% | +2.8% |
| 6M | +26.2% | -7.0% | +33.2% | +28.3% |
| YTD | -3.5% | +28.3% | -31.8% | -16.8% |
| 1Y | -6.8% | +40.6% | -47.4% | -23.3% |
| All | +770.5% | +77.0% | +693.6% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 3y: compounded portfolio wealth divided by compounded TECK 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…
3y analysis · Full analysis span regression · 6 months rolling