+597.7%
PLTR vs TOST
-40.0%
+637.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | -5.1% | +4.0% | -9.2% | -7.2% |
| 30D | -19.1% | +11.1% | -30.1% | -23.8% |
| 3M | -1.6% | +0.8% | -2.5% | -3.2% |
| 6M | +22.8% | +38.8% | -16.0% | +2.4% |
| YTD | -4.8% | -2.1% | -2.7% | -7.1% |
| 1Y | -4.9% | -6.0% | +1.1% | -5.3% |
| 3Y | +826.1% | +149.8% | +676.3% | +420.1% |
| 5Y | +597.7% | -42.8% | +640.5% | +507.7% |
| All | +597.7% | -40.0% | +637.7% | +507.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling