+9.1%
PLTR vs TFC
+13.2%
-4.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -5.3% | +2.2% | -7.6% | -5.4% |
| 30D | -1.0% | -2.5% | +1.5% | -0.7% |
| 3M | +24.8% | +4.5% | +20.2% | +23.9% |
| 6M | +8.4% | +11.0% | -2.6% | +4.5% |
| YTD | -4.2% | +5.9% | -10.1% | -6.7% |
| 1Y | +9.1% | +14.6% | -5.5% | +0.5% |
| All | +9.1% | +13.2% | -4.1% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling