+1,668.3%
PLTR vs TSEM
+696.2%
+972.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.9% | +0.1% |
| 7D | +4.7% | +7.0% | -2.2% | +2.4% |
| 30D | -16.4% | -29.8% | +13.4% | -7.5% |
| 3M | -6.2% | -41.9% | +35.8% | +8.2% |
| 6M | +29.2% | -45.8% | +74.9% | +44.9% |
| YTD | -5.5% | +25.1% | -30.6% | -30.4% |
| 1Y | -2.4% | +48.2% | -50.6% | -34.0% |
| 3Y | +752.3% | +476.5% | +275.8% | +189.1% |
| 5Y | +635.8% | +301.4% | +334.4% | +197.6% |
| All | +1,668.3% | +696.2% | +972.2% | +437.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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