+483.7%
APLD vs TCOM
+81.7%
+402.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +7.8% |
| 7D | +16.6% | -7.6% | +24.2% | +19.8% |
| 30D | -3.1% | -12.2% | +9.1% | +1.4% |
| 3M | -30.9% | -14.2% | -16.6% | -27.7% |
| 6M | +12.6% | -25.0% | +37.6% | +24.2% |
| YTD | +15.5% | -43.7% | +59.1% | +40.7% |
| 1Y | +103.5% | -44.5% | +148.1% | +148.1% |
| 3Y | +446.5% | +13.4% | +433.1% | +369.6% |
| All | +483.7% | +81.7% | +402.0% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling