+752.3%
PLTR vs TLN
+580.6%
+171.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.2% |
| 7D | +4.7% | +11.0% | -6.3% | +1.4% |
| 30D | -16.4% | +4.9% | -21.3% | -17.9% |
| 3M | -6.2% | +4.9% | -11.1% | -8.6% |
| 6M | +29.2% | +7.1% | +22.1% | +22.2% |
| YTD | -5.5% | +0.3% | -5.8% | -10.8% |
| 1Y | -2.4% | +5.9% | -8.3% | -10.0% |
| 3Y | +752.3% | +578.5% | +173.8% | +303.3% |
| All | +752.3% | +580.6% | +171.7% | +303.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling