+1,681.1%
PLTR vs TMUS
+56.5%
+1,624.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +4.8% |
| 7D | -5.1% | +5.3% | -10.5% | -6.0% |
| 30D | -19.1% | +13.5% | -32.6% | -21.1% |
| 3M | -1.6% | -4.2% | +2.6% | -1.2% |
| 6M | +22.8% | -11.9% | +34.7% | +25.1% |
| YTD | -4.8% | -15.6% | +10.8% | -2.8% |
| 1Y | -4.9% | -16.8% | +11.9% | -2.6% |
| 3Y | +826.1% | +20.8% | +805.3% | +678.3% |
| 5Y | +597.7% | +48.0% | +549.7% | +448.2% |
| All | +1,681.1% | +56.5% | +1,624.5% | +1,196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling