+547.4%
PLTR vs TXN
+60.4%
+487.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -1.2% |
| 7D | -4.1% | +4.0% | -8.0% | -6.1% |
| 30D | -2.2% | -2.9% | +0.6% | -1.0% |
| 3M | +27.6% | -9.1% | +36.7% | +31.7% |
| 6M | +10.3% | +36.6% | -26.3% | -16.9% |
| YTD | -5.9% | +57.5% | -63.4% | -38.1% |
| 1Y | +1.7% | +49.5% | -47.8% | -30.7% |
| 3Y | +959.1% | +76.5% | +882.5% | +434.2% |
| All | +547.4% | +60.4% | +487.0% | +266.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling