+1,681.1%
PLTR vs TXT
+133.2%
+1,547.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.2% |
| 7D | -5.1% | -3.5% | -1.6% | -3.1% |
| 30D | -19.1% | +15.2% | -34.2% | -25.8% |
| 3M | -1.6% | -4.5% | +2.8% | +0.2% |
| 6M | +22.8% | -6.1% | +28.9% | +26.1% |
| YTD | -4.8% | -2.0% | -2.9% | -6.7% |
| 1Y | -4.9% | +4.2% | -9.1% | -10.3% |
| 3Y | +826.1% | +14.4% | +811.7% | +695.9% |
| 5Y | +597.7% | +12.3% | +585.4% | +488.4% |
| All | +1,681.1% | +133.2% | +1,547.8% | +1,375.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling