+1,692.6%
PLTR vs TFC
+79.5%
+1,613.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.3% |
| 7D | -5.3% | +2.2% | -7.6% | -6.4% |
| 30D | -1.0% | -2.5% | +1.5% | +0.1% |
| 3M | +24.8% | +4.5% | +20.2% | +21.1% |
| 6M | +8.4% | +11.0% | -2.6% | +1.2% |
| YTD | -4.2% | +5.9% | -10.1% | -8.7% |
| 1Y | +9.1% | +14.6% | -5.5% | -0.5% |
| 3Y | +1,025.6% | +96.7% | +928.9% | +694.8% |
| 5Y | +565.8% | +15.6% | +550.2% | +477.5% |
| All | +1,692.6% | +79.5% | +1,613.1% | +1,566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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