+973.7%
PLTR vs TXG
+41.0%
+932.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.1% |
| 7D | 0.0% | +9.1% | -9.1% | -2.0% |
| 30D | -3.3% | +14.9% | -18.1% | -6.6% |
| 3M | +28.4% | +120.0% | -91.6% | +5.1% |
| 6M | +8.4% | +221.8% | -213.4% | -20.3% |
| YTD | -4.6% | +312.6% | -317.2% | -34.6% |
| 1Y | +4.4% | +398.4% | -394.0% | -33.0% |
| All | +973.7% | +41.0% | +932.6% | +917.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling