+19.9%
PLTR vs TXT
-10.0%
+29.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.1% |
| 7D | -12.9% | -2.5% | -10.4% | -12.1% |
| 30D | -17.4% | +14.4% | -31.8% | -22.0% |
| 3M | +2.9% | -4.9% | +7.8% | +8.0% |
| 6M | +19.9% | -10.2% | +30.1% | +28.2% |
| All | +19.9% | -10.0% | +29.9% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling