+11.6%
PLTR vs TXT
-1.0%
+12.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -6.4% | -4.8% | -1.6% | -5.3% |
| 30D | +10.0% | -10.6% | +20.7% | +13.0% |
| 3M | +23.0% | -13.2% | +36.2% | +27.1% |
| 6M | +13.8% | -20.3% | +34.1% | +19.2% |
| YTD | -1.9% | -9.3% | +7.3% | -0.4% |
| 1Y | +11.6% | -2.7% | +14.3% | +13.6% |
| All | +11.6% | -1.0% | +12.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling