-37.3%
APLD vs TCOM
-40.4%
+3.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.4% | +7.5% |
| 7D | +7.8% | +2.2% | +5.7% | +7.6% |
| 30D | -23.0% | +12.5% | -35.5% | -24.4% |
| 3M | -39.7% | -5.6% | -34.1% | -38.1% |
| 6M | -59.8% | -16.5% | -43.4% | -56.5% |
| YTD | -27.0% | -39.4% | +12.4% | -15.0% |
| 1Y | -37.3% | -41.0% | +3.7% | -24.7% |
| All | -37.3% | -40.4% | +3.1% | -24.7% |
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