+612.7%
PLTR vs TEM
+79.0%
+533.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | -1.0% |
| 7D | +4.7% | -5.9% | +10.6% | +5.9% |
| 30D | -16.4% | +4.8% | -21.2% | -17.3% |
| 3M | -6.2% | +31.9% | -38.0% | -12.8% |
| 6M | +29.2% | +56.0% | -26.8% | +15.6% |
| YTD | -5.5% | +21.3% | -26.7% | -12.2% |
| 1Y | -2.4% | +5.4% | -7.8% | -7.3% |
| All | +612.7% | +79.0% | +533.7% | +538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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