+484.7%
PLTR vs TOST
-46.9%
+531.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | -12.9% | +9.4% | -22.3% | -16.9% |
| 30D | -17.4% | +13.5% | -30.9% | -22.9% |
| 3M | +2.9% | -0.1% | +3.0% | +1.7% |
| 6M | +19.9% | +22.5% | -2.6% | +6.0% |
| YTD | -9.8% | -2.4% | -7.4% | -11.7% |
| 1Y | -8.4% | -4.7% | -3.7% | -9.4% |
| 3Y | +765.0% | +103.2% | +661.8% | +450.7% |
| 5Y | +516.8% | -41.2% | +558.1% | +386.2% |
| All | +484.7% | -46.9% | +531.6% | +360.1% |
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