+1,784.6%
PLTR vs TSLL
-57.4%
+1,842.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.8% | +7.4% | -1.5% |
| 7D | -6.4% | +1.9% | -8.3% | -7.1% |
| 30D | +10.0% | +17.8% | -7.7% | +5.2% |
| 3M | +23.0% | -37.0% | +60.0% | +32.5% |
| 6M | +13.8% | -37.7% | +51.5% | +20.4% |
| YTD | -1.9% | -51.4% | +49.4% | +9.8% |
| 1Y | +11.6% | -23.4% | +35.0% | +8.2% |
| 3Y | +1,048.4% | -30.8% | +1,079.2% | +757.4% |
| All | +1,784.6% | -57.4% | +1,842.0% | +1,444.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling