+1,065.3%
PLTR vs TLN
+683.0%
+382.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.2% | -1.7% | +3.2% |
| 7D | -5.1% | +9.1% | -14.2% | -7.9% |
| 30D | -19.1% | -4.1% | -15.0% | -18.2% |
| 3M | -1.6% | +4.4% | -6.1% | -4.3% |
| 6M | +22.8% | -6.0% | +28.8% | +21.5% |
| YTD | -4.8% | -3.1% | -1.7% | -9.3% |
| 1Y | -4.9% | -6.1% | +1.2% | -8.4% |
| 3Y | +826.1% | +575.3% | +250.8% | +247.3% |
| All | +1,065.3% | +683.0% | +382.3% | +295.4% |
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