-10.0%
PLTR vs TOST
+2.2%
-12.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -4.3% |
| 7D | -12.8% | +10.7% | -23.5% | -16.5% |
| 30D | -9.3% | +17.7% | -27.1% | -15.7% |
| 3M | +5.6% | +4.6% | +0.9% | +2.8% |
| 6M | +17.6% | +20.3% | -2.7% | +6.8% |
| YTD | -3.4% | -0.4% | -3.0% | -7.7% |
| 1Y | -10.0% | -0.8% | -9.2% | -14.3% |
| All | -10.0% | +2.2% | -12.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling