+552.9%
PLTR vs TMF
-87.5%
+640.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.8% | -4.5% |
| 7D | -6.4% | -1.4% | -5.0% | -6.3% |
| 30D | +10.0% | -2.8% | +12.9% | +10.2% |
| 3M | +23.0% | -10.9% | +33.9% | +23.8% |
| 6M | +13.8% | -21.3% | +35.1% | +15.3% |
| YTD | -1.9% | -15.9% | +14.0% | -1.1% |
| 1Y | +11.6% | -15.7% | +27.4% | +12.4% |
| 3Y | +1,048.4% | -43.4% | +1,091.8% | +1,057.5% |
| All | +552.9% | -87.5% | +640.4% | +505.5% |
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