+548.8%
PLTR vs TXG
-63.6%
+612.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.4% |
| 7D | 0.0% | +9.1% | -9.1% | -3.2% |
| 30D | -3.3% | +14.9% | -18.1% | -8.5% |
| 3M | +28.4% | +120.0% | -91.6% | -7.0% |
| 6M | +8.4% | +221.8% | -213.4% | -33.9% |
| YTD | -4.6% | +312.6% | -317.2% | -48.1% |
| 1Y | +4.4% | +398.4% | -394.0% | -49.2% |
| 3Y | +1,020.5% | +42.1% | +978.4% | +746.1% |
| 5Y | +548.8% | -63.5% | +612.2% | +757.9% |
| All | +548.8% | -63.6% | +612.4% | +757.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling