+1,588.2%
PLTR vs TT
+255.4%
+1,332.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.1% |
| 7D | -12.9% | -2.0% | -10.9% | -11.7% |
| 30D | -17.4% | -14.0% | -3.4% | -9.7% |
| 3M | +2.9% | -15.9% | +18.7% | +13.5% |
| 6M | +19.9% | -17.3% | +37.2% | +31.9% |
| YTD | -9.8% | +4.0% | -13.7% | -15.9% |
| 1Y | -8.4% | -7.1% | -1.3% | -7.8% |
| 3Y | +765.0% | +90.2% | +674.8% | +456.3% |
| 5Y | +516.8% | +131.1% | +385.7% | +208.0% |
| All | +1,588.2% | +255.4% | +1,332.8% | +844.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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