-2.4%
PLTR vs TSLL
-39.8%
+37.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.2% |
| 7D | +4.7% | +17.8% | -13.1% | +0.7% |
| 30D | -16.4% | +8.2% | -24.7% | -18.4% |
| 3M | -6.2% | +20.9% | -27.0% | -11.0% |
| 6M | +29.2% | -37.5% | +66.7% | +35.5% |
| YTD | -5.5% | -44.5% | +39.0% | -0.3% |
| 1Y | -2.4% | -33.0% | +30.5% | -3.2% |
| All | -2.4% | -39.8% | +37.4% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling