+1,668.3%
PLTR vs TXG
-52.7%
+1,721.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | +4.7% | -1.8% | +6.6% | +5.3% |
| 30D | -16.4% | -20.4% | +4.0% | -10.2% |
| 3M | -6.2% | +0.1% | -6.2% | -9.8% |
| 6M | +29.2% | +176.2% | -147.0% | -18.0% |
| YTD | -5.5% | +256.8% | -262.3% | -47.5% |
| 1Y | -2.4% | +255.9% | -258.3% | -46.3% |
| 3Y | +752.3% | +60.2% | +692.1% | +465.1% |
| 5Y | +635.8% | -65.1% | +700.9% | +788.9% |
| All | +1,668.3% | -52.7% | +1,721.0% | +1,737.5% |
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