+1,668.3%
PLTR vs TTD
-68.4%
+1,736.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.6% |
| 7D | +4.7% | +21.3% | -16.5% | -3.3% |
| 30D | -16.4% | +28.7% | -45.1% | -24.8% |
| 3M | -6.2% | +7.7% | -13.8% | -9.9% |
| 6M | +29.2% | -23.5% | +52.6% | +38.2% |
| YTD | -5.5% | -58.7% | +53.2% | +26.6% |
| 1Y | -2.4% | -63.4% | +61.0% | +37.3% |
| 3Y | +752.3% | -75.3% | +827.6% | +1,051.5% |
| 5Y | +635.8% | -84.4% | +720.2% | +986.5% |
| All | +1,668.3% | -68.4% | +1,736.7% | +2,231.6% |
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