+765.0%
PLTR vs TLT
+6.1%
+758.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.2% |
| 3M | +2.9% | -0.3% | +3.2% | +2.9% |
| 6M | +19.9% | -3.4% | +23.2% | +19.5% |
| YTD | -9.8% | -3.1% | -6.6% | -10.1% |
| 1Y | -8.4% | -5.2% | -3.2% | -9.0% |
| 3Y | +765.0% | +6.5% | +758.6% | +688.2% |
| All | +765.0% | +6.1% | +758.9% | +688.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling