+950.4%
PLTR vs TNA
+99.7%
+850.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -0.9% |
| 7D | -9.1% | -7.6% | -1.5% | -6.0% |
| 30D | -5.2% | -13.6% | +8.4% | +0.7% |
| 3M | +27.4% | +2.8% | +24.5% | +25.0% |
| 6M | +9.7% | +34.5% | -24.8% | -6.8% |
| YTD | -6.7% | +41.0% | -47.7% | -23.3% |
| 1Y | -0.5% | +52.0% | -52.5% | -22.1% |
| All | +950.4% | +99.7% | +850.7% | +567.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling