+1,681.1%
PLTR vs TFC
+78.7%
+1,602.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.6% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -19.1% | +9.2% | -28.2% | -22.5% |
| 3M | -1.6% | -2.9% | +1.3% | -0.6% |
| 6M | +22.8% | +3.5% | +19.3% | +19.2% |
| YTD | -4.8% | +5.4% | -10.2% | -9.4% |
| 1Y | -4.9% | +17.3% | -22.2% | -14.5% |
| 3Y | +826.1% | +96.7% | +729.4% | +551.8% |
| 5Y | +597.7% | -1.1% | +598.8% | +512.4% |
| All | +1,681.1% | +78.7% | +1,602.3% | +1,554.0% |
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