+1,858.8%
PLTR vs TSLQ
-97.0%
+1,955.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.0% | -16.5% | -1.2% |
| 7D | -6.4% | -5.8% | -0.6% | -7.1% |
| 30D | +10.0% | -22.1% | +32.1% | +4.7% |
| 3M | +23.0% | +10.1% | +13.0% | +32.8% |
| 6M | +13.8% | -6.8% | +20.6% | +19.9% |
| YTD | -1.9% | +8.5% | -10.5% | +9.7% |
| 1Y | +11.6% | -49.7% | +61.4% | +5.6% |
| 3Y | +1,048.4% | -95.6% | +1,144.1% | +731.8% |
| All | +1,858.8% | -97.0% | +1,955.8% | +1,329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling