+1,677.1%
PLTR vs TYL
+21.0%
+1,656.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.9% |
| 7D | -3.8% | +4.3% | -8.1% | -7.3% |
| 30D | -19.2% | +28.0% | -47.2% | -34.7% |
| 3M | -3.7% | +32.3% | -36.0% | -24.7% |
| 6M | +22.5% | +29.9% | -7.4% | -4.1% |
| YTD | -5.0% | -7.1% | +2.1% | -4.2% |
| 1Y | -12.8% | -9.2% | -3.6% | -10.7% |
| 3Y | +758.3% | +0.7% | +757.6% | +630.9% |
| 5Y | +649.6% | -21.1% | +670.7% | +668.2% |
| All | +1,677.1% | +21.0% | +1,656.0% | +1,404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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