+1,692.6%
PLTR vs TXT
+117.1%
+1,575.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.7% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -1.0% | -11.1% | +10.1% | +5.9% |
| 3M | +24.8% | -13.0% | +37.8% | +35.3% |
| 6M | +8.4% | -16.2% | +24.6% | +18.8% |
| YTD | -4.2% | -8.7% | +4.5% | -1.4% |
| 1Y | +9.1% | -3.8% | +12.9% | +8.2% |
| 3Y | +1,025.6% | +5.5% | +1,020.1% | +924.1% |
| 5Y | +565.8% | +12.3% | +553.5% | +483.7% |
| All | +1,692.6% | +117.1% | +1,575.5% | +1,458.8% |
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