+5.0%
TSLA vs PLTR
+519.2%
-514.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.8% | +2.8% |
| 7D | -10.4% | -12.9% | +2.5% | -5.1% |
| 30D | -5.2% | -17.4% | +12.2% | +2.4% |
| 3M | +12.1% | +2.9% | +9.2% | +10.4% |
| 6M | -10.2% | +19.9% | -30.0% | -20.0% |
| YTD | -20.3% | -9.8% | -10.6% | -21.3% |
| 1Y | -19.7% | -8.4% | -11.3% | -21.2% |
| 3Y | +63.4% | +765.0% | -701.7% | -45.2% |
| All | +5.0% | +519.2% | -514.2% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling