+11.6%
PLTR vs TSLQ
-50.5%
+62.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.0% | -16.5% | -1.9% |
| 7D | -6.4% | -5.8% | -0.6% | -6.9% |
| 30D | +10.0% | -22.1% | +32.1% | +6.1% |
| 3M | +23.0% | +10.1% | +13.0% | +30.0% |
| 6M | +13.8% | -6.8% | +20.6% | +16.9% |
| YTD | -1.9% | +8.5% | -10.5% | +5.9% |
| 1Y | +11.6% | -49.7% | +61.4% | +25.5% |
| All | +11.6% | -50.5% | +62.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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