+619.3%
PLTR vs TEM
+53.2%
+566.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | +0.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -3.3% | +11.3% | -14.5% | -5.9% |
| 3M | +28.4% | +25.5% | +2.8% | +21.3% |
| 6M | +8.4% | +17.1% | -8.8% | +3.2% |
| YTD | -4.6% | +3.8% | -8.4% | -7.6% |
| 1Y | +4.4% | -24.4% | +28.8% | +6.0% |
| All | +619.3% | +53.2% | +566.1% | +571.5% |
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