+1,735.1%
PLTR vs TW
+87.5%
+1,647.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | -6.4% | -2.3% | -4.1% | -5.3% |
| 30D | +10.0% | +3.9% | +6.1% | +8.0% |
| 3M | +23.0% | +5.7% | +17.3% | +18.6% |
| 6M | +13.8% | -14.5% | +28.3% | +21.7% |
| YTD | -1.9% | -0.9% | -1.1% | -3.9% |
| 1Y | +11.6% | -13.5% | +25.2% | +17.5% |
| 3Y | +1,048.4% | +25.0% | +1,023.4% | +846.4% |
| 5Y | +554.4% | +22.7% | +531.7% | +412.9% |
| All | +1,735.1% | +87.5% | +1,647.6% | +1,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling