+1,787.5%
PLTR vs TSLQ
-97.8%
+1,885.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -1.1% |
| 7D | +4.7% | -16.8% | +21.6% | 0.0% |
| 30D | -16.4% | -18.0% | +1.5% | -18.9% |
| 3M | -6.2% | -34.5% | +28.3% | -12.7% |
| 6M | +29.2% | -8.9% | +38.1% | +36.6% |
| YTD | -5.5% | -19.0% | +13.5% | +0.5% |
| 1Y | -2.4% | -38.2% | +35.8% | -2.5% |
| 3Y | +752.3% | -96.9% | +849.2% | +457.1% |
| All | +1,787.5% | -97.8% | +1,885.3% | +1,209.0% |
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