+1,681.1%
PLTR vs TYL
+20.0%
+1,661.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.9% |
| 7D | -5.1% | +3.5% | -8.7% | -8.1% |
| 30D | -19.1% | +26.9% | -46.0% | -34.1% |
| 3M | -1.6% | +33.8% | -35.5% | -23.8% |
| 6M | +22.8% | +28.8% | -6.1% | -3.3% |
| YTD | -4.8% | -7.9% | +3.1% | -3.4% |
| 1Y | -4.9% | -9.8% | +4.9% | -2.2% |
| 3Y | +826.1% | +1.2% | +824.9% | +683.3% |
| 5Y | +597.7% | -22.8% | +620.5% | +625.1% |
| All | +1,681.1% | +20.0% | +1,661.0% | +1,417.6% |
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