+1,706.1%
PLTR vs TFC
+77.2%
+1,628.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | +10.7% | +0.1% | +10.6% | +10.7% |
| 30D | -17.8% | +8.6% | -26.4% | -21.1% |
| 3M | +0.3% | -4.3% | +4.7% | +2.1% |
| 6M | +26.2% | +5.4% | +20.7% | +21.3% |
| YTD | -3.5% | +4.5% | -8.0% | -7.7% |
| 1Y | -6.8% | +14.0% | -20.8% | -15.0% |
| 3Y | +772.3% | +93.4% | +678.9% | +518.7% |
| 5Y | +651.6% | +0.5% | +651.1% | +561.0% |
| All | +1,706.1% | +77.2% | +1,628.9% | +1,584.4% |
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