+1,660.3%
PLTR vs TNA
+120.3%
+1,540.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -4.1% | -7.3% | +3.2% | -0.6% |
| 30D | -2.2% | -14.2% | +11.9% | +4.9% |
| 3M | +27.6% | -4.6% | +32.1% | +29.7% |
| 6M | +10.3% | +36.9% | -26.6% | -8.8% |
| YTD | -5.9% | +42.5% | -48.5% | -24.7% |
| 1Y | +1.7% | +45.8% | -44.0% | -20.6% |
| 3Y | +959.1% | +104.7% | +854.4% | +501.0% |
| 5Y | +536.3% | -21.7% | +558.0% | +420.2% |
| All | +1,660.3% | +120.3% | +1,540.0% | +1,115.3% |
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