+597.7%
PLTR vs TSEM
+311.6%
+286.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +2.3% |
| 7D | -5.1% | -2.0% | -3.2% | -4.7% |
| 30D | -19.1% | -33.4% | +14.4% | -9.5% |
| 3M | -1.6% | -39.7% | +38.1% | +11.4% |
| 6M | +22.8% | -27.8% | +50.6% | +21.2% |
| YTD | -4.8% | +29.7% | -34.5% | -30.6% |
| 1Y | -4.9% | +81.1% | -86.1% | -41.6% |
| 3Y | +826.1% | +529.3% | +296.8% | +200.4% |
| 5Y | +597.7% | +315.0% | +282.8% | +185.1% |
| All | +597.7% | +311.6% | +286.1% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling