-0.5%
PLTR vs TXG
+392.4%
-393.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -9.1% | +5.0% | -14.1% | -10.0% |
| 30D | -5.2% | +13.5% | -18.7% | -7.7% |
| 3M | +27.4% | +128.0% | -100.7% | +7.5% |
| 6M | +9.7% | +224.4% | -214.7% | -14.6% |
| YTD | -6.7% | +307.0% | -313.7% | -31.0% |
| 1Y | -0.5% | +427.2% | -427.8% | -29.6% |
| All | -0.5% | +392.4% | -393.0% | -29.6% |
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