+1,735.1%
PLTR vs TSM
+484.2%
+1,250.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.3% | -6.3% |
| 7D | -6.4% | +2.7% | -9.1% | -8.1% |
| 30D | +10.0% | +3.6% | +6.4% | +7.4% |
| 3M | +23.0% | -3.4% | +26.4% | +22.8% |
| 6M | +13.8% | +20.6% | -6.8% | -3.8% |
| YTD | -1.9% | +41.9% | -43.8% | -26.8% |
| 1Y | +11.6% | +84.4% | -72.7% | -30.9% |
| 3Y | +1,048.4% | +380.2% | +668.2% | +243.3% |
| 5Y | +554.4% | +275.3% | +279.1% | +123.2% |
| All | +1,735.1% | +484.2% | +1,250.8% | +432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling