+1,725.1%
PLTR vs TSLL
-53.8%
+1,778.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.8% | -11.0% | +7.3% | -1.3% |
| 30D | -19.2% | -5.3% | -14.0% | -18.6% |
| 3M | -3.7% | +20.8% | -24.5% | -9.5% |
| 6M | +22.5% | -36.0% | +58.5% | +28.8% |
| YTD | -5.0% | -47.3% | +42.3% | +3.1% |
| 1Y | -12.8% | -48.4% | +35.6% | -5.3% |
| 3Y | +758.3% | -5.4% | +763.7% | +478.3% |
| All | +1,725.1% | -53.8% | +1,778.9% | +1,349.8% |
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