+1,668.3%
PLTR vs TNA
+89.6%
+1,578.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | +4.7% | +3.7% | +1.0% | +2.8% |
| 30D | -16.4% | +4.4% | -20.8% | -18.4% |
| 3M | -6.2% | -26.7% | +20.5% | +7.8% |
| 6M | +29.2% | -12.8% | +42.0% | +34.5% |
| YTD | -5.5% | +22.7% | -28.2% | -19.3% |
| 1Y | -2.4% | +35.7% | -38.1% | -21.2% |
| 3Y | +752.3% | +134.6% | +617.7% | +343.5% |
| 5Y | +635.8% | -46.0% | +681.8% | +597.5% |
| All | +1,668.3% | +89.6% | +1,578.7% | +1,202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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