+765.0%
PLTR vs TLN
+538.9%
+226.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +1.3% |
| 7D | -12.9% | -1.3% | -11.6% | -12.7% |
| 30D | -17.4% | -10.5% | -6.9% | -14.8% |
| 3M | +2.9% | +0.1% | +2.8% | +1.5% |
| 6M | +19.9% | -17.4% | +37.3% | +23.9% |
| YTD | -9.8% | -9.7% | -0.1% | -12.0% |
| 1Y | -8.4% | -12.3% | +3.9% | -9.7% |
| 3Y | +765.0% | +528.3% | +236.8% | +286.7% |
| All | +765.0% | +538.9% | +226.1% | +286.7% |
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