+4.5%
TSLA vs PLTR
-0.1%
+4.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -3.4% | -9.1% | +5.7% | -1.0% |
| 30D | +9.2% | -5.2% | +14.4% | +10.8% |
| 3M | -4.7% | +27.4% | -32.1% | -11.2% |
| 6M | -8.9% | +9.7% | -18.7% | -11.9% |
| YTD | -19.2% | -6.7% | -12.5% | -16.3% |
| 1Y | +4.5% | -0.5% | +5.1% | +10.1% |
| All | +4.5% | -0.1% | +4.6% | +10.1% |
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