+616.2%
PLTR vs TEM
+101.4%
+514.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.7% |
| 7D | -3.8% | +3.5% | -7.3% | -4.4% |
| 30D | -19.2% | +13.5% | -32.8% | -21.4% |
| 3M | -3.7% | +46.3% | -49.9% | -12.2% |
| 6M | +22.5% | +61.5% | -39.0% | +8.8% |
| YTD | -5.0% | +36.4% | -41.4% | -13.7% |
| 1Y | -12.8% | +12.2% | -25.0% | -18.2% |
| All | +616.2% | +101.4% | +514.9% | +527.1% |
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