+535.5%
PLTR vs TOST
-48.0%
+583.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | -3.4% | -3.0% | -4.9% |
| 30D | +10.0% | -2.4% | +12.5% | +11.1% |
| 3M | +23.0% | +34.6% | -11.6% | +5.8% |
| 6M | +13.8% | +15.2% | -1.4% | +4.6% |
| YTD | -1.9% | -4.4% | +2.5% | -2.2% |
| 1Y | +11.6% | -17.4% | +29.1% | +18.5% |
| 3Y | +1,048.4% | +54.5% | +994.0% | +746.9% |
| All | +535.5% | -48.0% | +583.5% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling