+1,763.6%
PLTR vs TSLQ
-97.2%
+1,860.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.5% | -1.5% |
| 7D | -9.1% | +5.7% | -14.8% | -7.5% |
| 30D | -5.2% | -21.1% | +15.9% | -9.6% |
| 3M | +27.4% | -11.5% | +38.9% | +28.6% |
| 6M | +9.7% | -14.9% | +24.7% | +12.8% |
| YTD | -6.7% | +2.4% | -9.1% | +2.8% |
| 1Y | -0.5% | -49.8% | +49.2% | -5.8% |
| 3Y | +996.2% | -95.8% | +1,092.1% | +687.7% |
| All | +1,763.6% | -97.2% | +1,860.8% | +1,239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling