+1,706.1%
PLTR vs TW
+132.4%
+1,573.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +10.7% | +3.2% | +7.5% | +9.1% |
| 30D | -17.8% | +19.7% | -37.5% | -24.8% |
| 3M | +0.3% | +26.8% | -26.5% | -10.8% |
| 6M | +26.2% | +20.9% | +5.3% | +13.6% |
| YTD | -3.5% | +22.9% | -26.4% | -15.0% |
| 1Y | -6.8% | +20.4% | -27.2% | -17.1% |
| 3Y | +772.3% | +42.9% | +729.4% | +579.1% |
| 5Y | +651.6% | +40.2% | +611.3% | +436.9% |
| All | +1,706.1% | +132.4% | +1,573.7% | +1,033.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling