+649.9%
PLTR vs TMF
-88.3%
+738.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +0.4% | -3.4% | +3.8% | +0.6% |
| 30D | -17.5% | +11.5% | -29.0% | -18.2% |
| 3M | -1.5% | -4.5% | +3.1% | -1.2% |
| 6M | +25.9% | -15.0% | +40.9% | +27.1% |
| YTD | -3.0% | -19.9% | +16.8% | -1.8% |
| 1Y | -9.7% | -26.6% | +16.8% | -8.1% |
| 3Y | +776.5% | -29.8% | +806.3% | +771.1% |
| 5Y | +649.9% | -88.2% | +738.1% | +602.1% |
| All | +649.9% | -88.3% | +738.2% | +602.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling