+1,660.3%
PLTR vs TXN
+124.7%
+1,535.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -1.2% |
| 7D | -4.1% | +4.0% | -8.0% | -6.0% |
| 30D | -2.2% | -2.9% | +0.6% | -1.0% |
| 3M | +27.6% | -9.1% | +36.7% | +31.6% |
| 6M | +10.3% | +36.6% | -26.3% | -15.3% |
| YTD | -5.9% | +57.5% | -63.4% | -36.1% |
| 1Y | +1.7% | +49.5% | -47.8% | -28.6% |
| 3Y | +959.1% | +76.5% | +882.5% | +485.3% |
| 5Y | +536.3% | +62.4% | +474.0% | +278.9% |
| All | +1,660.3% | +124.7% | +1,535.6% | +847.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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