-9.7%
PLTR vs TSEM
+60.1%
-69.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.6% | -5.5% | +1.2% |
| 7D | +0.4% | +6.8% | -6.4% | -0.4% |
| 30D | -17.5% | -26.6% | +9.1% | -15.7% |
| 3M | -1.5% | -36.3% | +34.9% | +1.5% |
| 6M | +25.9% | -30.6% | +56.5% | +25.8% |
| YTD | -3.0% | +35.3% | -38.3% | -18.1% |
| 1Y | -9.7% | +59.2% | -68.9% | -29.0% |
| All | -9.7% | +60.1% | -69.8% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling