-10.0%
PLTR vs TW
+20.8%
-30.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -12.8% | +6.0% | -18.7% | -13.0% |
| 30D | -9.3% | +18.6% | -27.9% | -10.5% |
| 3M | +5.6% | +26.5% | -21.0% | +3.9% |
| 6M | +17.6% | +13.1% | +4.5% | +14.5% |
| YTD | -3.4% | +18.5% | -21.9% | -0.2% |
| 1Y | -10.0% | +21.7% | -31.7% | -6.7% |
| All | -10.0% | +20.8% | -30.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling