+1,645.9%
PLTR vs TXG
-46.1%
+1,692.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | -9.1% | +5.0% | -14.1% | -10.8% |
| 30D | -5.2% | +13.5% | -18.7% | -10.0% |
| 3M | +27.4% | +128.0% | -100.7% | -8.9% |
| 6M | +9.7% | +224.4% | -214.7% | -33.3% |
| YTD | -6.7% | +307.0% | -313.7% | -48.9% |
| 1Y | -0.5% | +427.2% | -427.8% | -52.5% |
| 3Y | +996.2% | +40.2% | +956.1% | +715.7% |
| 5Y | +531.1% | -64.0% | +595.1% | +676.1% |
| All | +1,645.9% | -46.1% | +1,692.0% | +1,688.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling