+1,681.1%
PLTR vs TSM
+430.8%
+1,250.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +3.3% |
| 7D | -5.1% | -2.5% | -2.6% | -3.6% |
| 30D | -19.1% | -14.3% | -4.8% | -10.8% |
| 3M | -1.6% | -7.2% | +5.6% | +2.4% |
| 6M | +22.8% | -5.1% | +27.9% | +22.5% |
| YTD | -4.8% | +28.9% | -33.7% | -24.9% |
| 1Y | -4.9% | +37.1% | -42.0% | -28.0% |
| 3Y | +826.1% | +341.5% | +484.6% | +188.8% |
| 5Y | +597.7% | +245.7% | +352.0% | +150.5% |
| All | +1,681.1% | +430.8% | +1,250.3% | +446.7% |
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