+1,735.1%
PLTR vs TXT
+115.9%
+1,619.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -6.4% | -4.8% | -1.6% | -3.7% |
| 30D | +10.0% | -10.6% | +20.7% | +17.5% |
| 3M | +23.0% | -13.2% | +36.2% | +33.6% |
| 6M | +13.8% | -20.3% | +34.1% | +28.6% |
| YTD | -1.9% | -9.3% | +7.3% | +1.3% |
| 1Y | +11.6% | -2.7% | +14.3% | +9.9% |
| 3Y | +1,048.4% | +1.4% | +1,047.0% | +970.7% |
| 5Y | +554.4% | +9.6% | +544.8% | +477.0% |
| All | +1,735.1% | +115.9% | +1,619.2% | +1,501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling