+11.6%
PLTR vs TXG
+372.5%
-360.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -6.4% | +1.8% | -8.2% | -6.7% |
| 30D | +10.0% | +32.0% | -22.0% | +4.2% |
| 3M | +23.0% | +87.0% | -64.0% | +8.8% |
| 6M | +13.8% | +180.1% | -166.3% | -7.4% |
| YTD | -1.9% | +284.1% | -286.0% | -24.8% |
| 1Y | +11.6% | +361.7% | -350.0% | -17.3% |
| All | +11.6% | +372.5% | -360.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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