+1,588.2%
PLTR vs TYL
+20.7%
+1,567.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +5.2% |
| 7D | -12.9% | +6.7% | -19.5% | -17.6% |
| 30D | -17.4% | +26.5% | -43.9% | -32.6% |
| 3M | +2.9% | +37.3% | -34.4% | -21.8% |
| 6M | +19.9% | +31.2% | -11.3% | -6.9% |
| YTD | -9.8% | -7.4% | -2.4% | -8.8% |
| 1Y | -8.4% | -9.6% | +1.2% | -5.8% |
| 3Y | +765.0% | +1.9% | +763.1% | +627.4% |
| 5Y | +516.8% | -21.1% | +538.0% | +533.5% |
| All | +1,588.2% | +20.7% | +1,567.5% | +1,332.7% |
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