+1,633.8%
PLTR vs TSLL
-58.7%
+1,692.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.2% | +1.3% |
| 7D | -12.9% | -21.2% | +8.3% | -7.9% |
| 30D | -17.4% | -13.3% | -4.1% | -14.8% |
| 3M | +2.9% | +15.4% | -12.5% | -2.1% |
| 6M | +19.9% | -34.2% | +54.1% | +24.9% |
| YTD | -9.8% | -52.9% | +43.1% | +0.8% |
| 1Y | -8.4% | -54.3% | +46.0% | +2.6% |
| 3Y | +765.0% | -18.4% | +783.4% | +507.0% |
| All | +1,633.8% | -58.7% | +1,692.6% | +1,317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling