+78.6%
APLD vs TCOM
-45.6%
+124.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.4% |
| 7D | +9.0% | -10.2% | +19.1% | +11.5% |
| 30D | -6.6% | -16.8% | +10.2% | -2.6% |
| 3M | -35.2% | -16.7% | -18.6% | -32.5% |
| 6M | +0.4% | -27.1% | +27.5% | +9.4% |
| YTD | +10.7% | -45.5% | +56.2% | +29.3% |
| 1Y | +78.6% | -45.9% | +124.4% | +110.5% |
| All | +78.6% | -45.6% | +124.1% | +110.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling