+1,735.1%
PLTR vs TFC
+83.4%
+1,651.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | +2.4% | -8.8% | -7.6% |
| 30D | +10.0% | -1.3% | +11.3% | +10.5% |
| 3M | +23.0% | +6.1% | +17.0% | +18.5% |
| 6M | +13.8% | +7.3% | +6.5% | +8.1% |
| YTD | -1.9% | +8.2% | -10.1% | -7.6% |
| 1Y | +11.6% | +14.4% | -2.8% | +1.9% |
| 3Y | +1,048.4% | +93.7% | +954.7% | +714.4% |
| 5Y | +554.4% | +16.4% | +538.0% | +462.0% |
| All | +1,735.1% | +83.4% | +1,651.6% | +1,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling