+4.4%
PLTR vs TSEM
+233.1%
-228.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | 0.0% | +4.7% | -4.7% | -0.6% |
| 30D | -3.3% | -14.2% | +11.0% | -1.7% |
| 3M | +28.4% | -5.0% | +33.4% | +26.4% |
| 6M | +8.4% | +87.6% | -79.2% | -16.6% |
| YTD | -4.6% | +84.4% | -89.1% | -27.8% |
| 1Y | +4.4% | +235.4% | -231.0% | -42.7% |
| All | +4.4% | +233.1% | -228.7% | -42.7% |
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