+1,588.2%
PLTR vs TLT
-39.3%
+1,627.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -17.4% | +6.2% | -23.6% | -18.6% |
| 3M | +2.9% | +0.1% | +2.8% | +2.8% |
| 6M | +19.9% | -3.0% | +22.8% | +20.6% |
| YTD | -9.8% | -2.7% | -7.0% | -9.3% |
| 1Y | -8.4% | -4.8% | -3.5% | -7.4% |
| 3Y | +765.0% | +6.9% | +758.1% | +727.7% |
| 5Y | +516.8% | -34.5% | +551.3% | +541.2% |
| All | +1,588.2% | -39.3% | +1,627.5% | +1,790.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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