+765.0%
PLTR vs TMF
-25.3%
+790.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -12.9% | +1.2% | -14.1% | -12.9% |
| 30D | -17.4% | +19.7% | -37.1% | -17.1% |
| 3M | +2.9% | -2.1% | +5.0% | +2.9% |
| 6M | +19.9% | -13.4% | +33.3% | +19.2% |
| YTD | -9.8% | -16.7% | +7.0% | -10.4% |
| 1Y | -8.4% | -23.3% | +15.0% | -9.5% |
| 3Y | +765.0% | -24.8% | +789.9% | +705.2% |
| All | +765.0% | -25.3% | +790.4% | +705.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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