+1,735.1%
PLTR vs TYL
+4.5%
+1,730.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -1.3% |
| 7D | -6.4% | -3.7% | -2.7% | -3.5% |
| 30D | +10.0% | +18.7% | -8.7% | -4.2% |
| 3M | +23.0% | +18.1% | +4.9% | +6.0% |
| 6M | +13.8% | -1.1% | +14.9% | +12.7% |
| YTD | -1.9% | -19.8% | +17.9% | +13.5% |
| 1Y | +11.6% | -34.3% | +46.0% | +51.9% |
| 3Y | +1,048.4% | -8.2% | +1,056.6% | +969.8% |
| 5Y | +554.4% | -25.4% | +579.8% | +636.3% |
| All | +1,735.1% | +4.5% | +1,730.6% | +1,683.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling