+1,692.6%
PLTR vs TSM
+498.0%
+1,194.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.8% |
| 7D | -5.3% | +6.0% | -11.4% | -8.9% |
| 30D | -1.0% | +4.5% | -5.5% | -4.0% |
| 3M | +24.8% | +3.1% | +21.7% | +19.4% |
| 6M | +8.4% | +30.2% | -21.8% | -12.8% |
| YTD | -4.2% | +45.2% | -49.4% | -29.6% |
| 1Y | +9.1% | +79.6% | -70.5% | -31.1% |
| 3Y | +1,025.6% | +411.0% | +614.6% | +222.9% |
| 5Y | +565.8% | +290.7% | +275.0% | +122.1% |
| All | +1,692.6% | +498.0% | +1,194.7% | +412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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