+512.4%
PLTR vs TOST
-46.9%
+559.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -3.8% |
| 7D | +4.7% | 0.0% | +4.7% | +4.6% |
| 30D | -16.4% | +16.2% | -32.6% | -23.0% |
| 3M | -6.2% | -1.5% | -4.6% | -6.6% |
| 6M | +29.2% | +55.3% | -26.1% | +2.6% |
| YTD | -5.5% | -2.3% | -3.2% | -7.6% |
| 1Y | -2.4% | -5.5% | +3.1% | -3.3% |
| 3Y | +752.3% | +151.1% | +601.2% | +390.7% |
| 5Y | +635.8% | -27.9% | +663.8% | +458.1% |
| All | +512.4% | -46.9% | +559.3% | +381.4% |
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