+1,692.6%
PLTR vs TTD
-71.8%
+1,764.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.2% |
| 7D | -5.3% | +1.7% | -7.1% | -6.1% |
| 30D | -1.0% | +1.6% | -2.6% | -1.9% |
| 3M | +24.8% | -27.8% | +52.6% | +38.6% |
| 6M | +8.4% | -52.1% | +60.5% | +39.7% |
| YTD | -4.2% | -63.1% | +58.9% | +35.4% |
| 1Y | +9.1% | -73.1% | +82.2% | +73.7% |
| 3Y | +1,025.6% | -83.3% | +1,108.9% | +1,720.4% |
| 5Y | +565.8% | -80.6% | +646.4% | +805.2% |
| All | +1,692.6% | -71.8% | +1,764.4% | +2,393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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