-13.3%
TSLA vs PLTR
-10.6%
-2.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | -4.7% | -12.8% | +8.1% | -1.4% |
| 30D | +1.7% | -9.3% | +11.1% | +4.2% |
| 3M | +17.7% | +5.6% | +12.1% | +16.3% |
| 6M | -1.9% | +17.6% | -19.4% | -6.1% |
| YTD | -14.3% | -3.4% | -10.9% | -11.3% |
| 1Y | -13.3% | -10.0% | -3.3% | -6.8% |
| All | -13.3% | -10.6% | -2.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 1y: compounded portfolio wealth divided by compounded PLTR 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…
1y analysis · Full analysis span regression · 6 months rolling