+1,804.8%
PLTR vs TSLQ
-97.3%
+1,902.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.4% |
| 7D | 0.0% | -8.0% | +8.0% | -1.6% |
| 30D | -3.3% | -23.8% | +20.5% | -8.7% |
| 3M | +28.4% | -7.0% | +35.4% | +31.5% |
| 6M | +8.4% | -17.1% | +25.5% | +10.6% |
| YTD | -4.6% | +0.1% | -4.7% | +4.3% |
| 1Y | +4.4% | -51.2% | +55.6% | -1.9% |
| 3Y | +1,020.5% | -95.9% | +1,116.4% | +699.9% |
| All | +1,804.8% | -97.3% | +1,902.1% | +1,259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling