+1,668.3%
PLTR vs TSN
+19.9%
+1,648.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | +4.7% | -1.4% | +6.2% | +4.9% |
| 30D | -16.4% | +8.5% | -24.9% | -17.1% |
| 3M | -6.2% | +5.3% | -11.4% | -6.8% |
| 6M | +29.2% | -10.5% | +39.7% | +30.8% |
| YTD | -5.5% | +3.0% | -8.4% | -6.7% |
| 1Y | -2.4% | +12.1% | -14.5% | -5.1% |
| 3Y | +752.3% | +43.1% | +709.2% | +647.8% |
| 5Y | +635.8% | -15.1% | +650.9% | +713.8% |
| All | +1,668.3% | +19.9% | +1,648.5% | +1,435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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