+1,072.9%
PLTR vs TLN
+602.5%
+470.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.2% |
| 7D | -5.3% | +10.9% | -16.3% | -8.6% |
| 30D | -1.0% | -6.3% | +5.3% | +0.6% |
| 3M | +24.8% | -10.7% | +35.5% | +26.6% |
| 6M | +8.4% | +1.6% | +6.7% | +3.3% |
| YTD | -4.2% | -13.1% | +8.9% | -4.7% |
| 1Y | +9.1% | -15.1% | +24.1% | +9.2% |
| 3Y | +1,025.6% | +495.0% | +530.6% | +351.4% |
| All | +1,072.9% | +602.5% | +470.4% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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