-30.7%
APLD vs TCOM
-41.4%
+10.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.6% | -5.9% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | -21.4% | +12.1% | -33.5% | -22.9% |
| 3M | -47.8% | -3.2% | -44.6% | -46.8% |
| 6M | -64.9% | -16.6% | -48.2% | -61.9% |
| YTD | -34.9% | -39.4% | +4.5% | -23.2% |
| 1Y | -30.7% | -41.5% | +10.8% | -15.8% |
| All | -30.7% | -41.4% | +10.6% | -15.8% |
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