+496.1%
PLTR vs TOST
-41.7%
+537.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.6% | -9.1% | -9.4% |
| 7D | -21.1% | +11.6% | -32.7% | -25.6% |
| 30D | -19.3% | +16.2% | -35.5% | -25.7% |
| 3M | -2.2% | +1.0% | -3.2% | -3.8% |
| 6M | +14.0% | +23.2% | -9.2% | +0.2% |
| YTD | -12.8% | -1.0% | -11.8% | -15.3% |
| 1Y | -17.5% | -9.9% | -7.6% | -16.0% |
| 3Y | +720.5% | +101.0% | +619.5% | +415.6% |
| 5Y | +496.1% | -40.4% | +536.5% | +376.1% |
| All | +496.1% | -41.7% | +537.8% | +376.1% |
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 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