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  • PLTR vs TW✓SelectedUSD · TWPLTR vs TW performance historyLatest closeAs of-4.49%09/04
Stock and ETF performance explorer

PLTR vs TW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11.6%
TW return
-15.9%
Excess return
+27.5%
Maximum drawdown
-48.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioTWExcessAlpha
1D-4.5%+0.8%-5.3%-4.5%
7D-6.4%-2.3%-4.1%-6.5%
30D+10.0%+3.9%+6.1%+10.2%
3M+23.0%+5.7%+17.3%+22.7%
6M+13.8%-14.5%+28.3%+10.1%
YTD-1.9%-0.9%-1.1%+1.5%
1Y+11.6%-13.5%+25.2%+9.3%
All+11.6%-15.9%+27.5%+9.3%

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