+1,735.1%
PLTR vs TXG
-49.1%
+1,784.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -6.4% | +1.8% | -8.2% | -7.0% |
| 30D | +10.0% | +32.0% | -22.0% | -1.4% |
| 3M | +23.0% | +87.0% | -64.0% | -5.4% |
| 6M | +13.8% | +180.1% | -166.3% | -26.8% |
| YTD | -1.9% | +284.1% | -286.0% | -45.0% |
| 1Y | +11.6% | +361.7% | -350.0% | -43.9% |
| 3Y | +1,048.4% | +15.9% | +1,032.5% | +832.7% |
| 5Y | +554.4% | -66.2% | +620.6% | +724.3% |
| All | +1,735.1% | -49.1% | +1,784.2% | +1,822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling