+547.4%
PLTR vs TMO
+7.9%
+539.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -4.1% | -0.6% | -3.4% | -3.7% |
| 30D | -2.2% | +1.1% | -3.4% | -2.9% |
| 3M | +27.6% | +28.3% | -0.8% | +8.5% |
| 6M | +10.3% | +23.3% | -13.0% | -4.4% |
| YTD | -5.9% | +5.5% | -11.4% | -10.1% |
| 1Y | +1.7% | +24.5% | -22.8% | -13.6% |
| 3Y | +959.1% | +19.6% | +939.5% | +767.0% |
| All | +547.4% | +7.9% | +539.6% | +437.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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