+1,025.6%
PLTR vs TW
+21.9%
+1,003.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.3% |
| 7D | -5.3% | -3.5% | -1.9% | -4.2% |
| 30D | -1.0% | +0.5% | -1.5% | -1.1% |
| 3M | +24.8% | +4.9% | +19.9% | +22.1% |
| 6M | +8.4% | -17.1% | +25.5% | +15.4% |
| YTD | -4.2% | -3.9% | -0.3% | -3.9% |
| 1Y | +9.1% | -13.3% | +22.3% | +14.8% |
| 3Y | +1,025.6% | +20.9% | +1,004.7% | +889.9% |
| All | +1,025.6% | +21.9% | +1,003.7% | +889.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling