+1,025.6%
PLTR vs TSEM
+668.6%
+357.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -5.3% | +10.4% | -15.8% | -8.0% |
| 30D | -1.0% | -12.9% | +11.9% | +2.0% |
| 3M | +24.8% | -9.2% | +34.0% | +22.9% |
| 6M | +8.4% | +98.8% | -90.4% | -27.7% |
| YTD | -4.2% | +87.2% | -91.4% | -35.8% |
| 1Y | +9.1% | +239.0% | -229.9% | -46.8% |
| 3Y | +1,025.6% | +679.5% | +346.1% | +276.7% |
| All | +1,025.6% | +668.6% | +357.0% | +276.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling