+1,668.3%
PLTR vs TXT
+128.4%
+1,539.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -16.4% | +13.3% | -29.8% | -22.7% |
| 3M | -6.2% | -5.0% | -1.2% | -4.1% |
| 6M | +29.2% | -8.4% | +37.6% | +34.5% |
| YTD | -5.5% | -4.0% | -1.5% | -6.3% |
| 1Y | -2.4% | +2.8% | -5.2% | -7.4% |
| 3Y | +752.3% | +10.3% | +742.0% | +647.9% |
| 5Y | +635.8% | +9.2% | +626.7% | +528.2% |
| All | +1,668.3% | +128.4% | +1,539.9% | +1,381.4% |
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