+515.5%
PLTR vs TOST
-47.1%
+562.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.8% | +3.0% | -6.7% | -5.3% |
| 30D | -19.2% | +10.3% | -29.5% | -23.6% |
| 3M | -3.7% | -3.3% | -0.4% | -3.2% |
| 6M | +22.5% | +37.8% | -15.3% | +3.2% |
| YTD | -5.0% | -2.8% | -2.2% | -6.9% |
| 1Y | -12.8% | -9.6% | -3.2% | -11.5% |
| 3Y | +758.3% | +144.6% | +613.6% | +401.1% |
| 5Y | +649.6% | -31.0% | +680.6% | +474.0% |
| All | +515.5% | -47.1% | +562.6% | +385.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling