+1,660.3%
PLTR vs TW
+79.1%
+1,581.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | -4.1% | -4.5% | +0.4% | -1.9% |
| 30D | -2.2% | -2.3% | 0.0% | -1.1% |
| 3M | +27.6% | +2.6% | +25.0% | +25.0% |
| 6M | +10.3% | -17.5% | +27.9% | +20.0% |
| YTD | -5.9% | -5.3% | -0.6% | -5.7% |
| 1Y | +1.7% | -14.8% | +16.5% | +7.5% |
| 3Y | +959.1% | +18.8% | +940.2% | +795.1% |
| 5Y | +536.3% | +20.7% | +515.6% | +407.9% |
| All | +1,660.3% | +79.1% | +1,581.2% | +1,156.4% |
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