+48.2%
TSLA vs PLTR
+1,026.3%
-978.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.8% |
| 7D | +3.4% | -5.3% | +8.7% | +5.3% |
| 30D | +12.0% | -1.0% | +13.0% | +12.4% |
| 3M | -10.0% | +24.8% | -34.8% | -18.8% |
| 6M | -7.2% | +8.4% | -15.6% | -12.8% |
| YTD | -18.1% | -4.2% | -13.9% | -20.0% |
| 1Y | +6.3% | +9.1% | -2.8% | -1.9% |
| 3Y | +48.2% | +1,025.6% | -977.4% | -41.2% |
| All | +48.2% | +1,026.3% | -978.2% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling