+1,735.1%
PLTR vs TNA
+137.6%
+1,597.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | -6.4% | -0.1% | -6.3% | -6.5% |
| 30D | +10.0% | -4.9% | +14.9% | +12.5% |
| 3M | +23.0% | +0.4% | +22.6% | +21.5% |
| 6M | +13.8% | +32.5% | -18.7% | -4.7% |
| YTD | -1.9% | +53.7% | -55.6% | -24.3% |
| 1Y | +11.6% | +65.1% | -53.5% | -18.2% |
| 3Y | +1,048.4% | +98.4% | +950.0% | +563.4% |
| 5Y | +554.4% | -22.5% | +576.9% | +431.9% |
| All | +1,735.1% | +137.6% | +1,597.5% | +1,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling