+765.0%
PLTR vs TPR
+407.4%
+357.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | -12.9% | +14.2% | -27.1% | -16.7% |
| 30D | -17.4% | +17.1% | -34.5% | -21.8% |
| 3M | +2.9% | -17.7% | +20.6% | +8.5% |
| 6M | +19.9% | -10.2% | +30.1% | +20.9% |
| YTD | -9.8% | +4.9% | -14.7% | -16.9% |
| 1Y | -8.4% | +36.1% | -44.5% | -26.2% |
| 3Y | +765.0% | +416.5% | +348.6% | +283.9% |
| All | +765.0% | +407.4% | +357.6% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling