+531.1%
PLTR vs TNA
-26.1%
+557.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -0.6% |
| 7D | -9.1% | -7.6% | -1.5% | -5.5% |
| 30D | -5.2% | -13.6% | +8.4% | +1.7% |
| 3M | +27.4% | +2.8% | +24.5% | +24.4% |
| 6M | +9.7% | +34.5% | -24.8% | -9.5% |
| YTD | -6.7% | +41.0% | -47.7% | -25.9% |
| 1Y | -0.5% | +52.0% | -52.5% | -25.5% |
| 3Y | +996.2% | +103.5% | +892.8% | +490.7% |
| 5Y | +531.1% | -22.5% | +553.7% | +416.7% |
| All | +531.1% | -26.1% | +557.2% | +416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling