+1,735.1%
PLTR vs TSEM
+1,105.1%
+630.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.8% | -12.3% | -7.0% |
| 7D | -6.4% | +6.9% | -13.3% | -8.7% |
| 30D | +10.0% | +5.3% | +4.7% | +7.1% |
| 3M | +23.0% | -14.9% | +37.9% | +23.6% |
| 6M | +13.8% | +80.0% | -66.2% | -21.7% |
| YTD | -1.9% | +89.4% | -91.3% | -35.2% |
| 1Y | +11.6% | +253.1% | -241.4% | -45.7% |
| 3Y | +1,048.4% | +642.1% | +406.3% | +274.6% |
| 5Y | +554.4% | +659.1% | -104.7% | +116.3% |
| All | +1,735.1% | +1,105.1% | +630.0% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling