+403.2%
APLD vs TCOM
+13.4%
+389.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +4.1% | -9.5% | +13.6% | +7.2% |
| 30D | -11.7% | -10.7% | -1.0% | -8.8% |
| 3M | -40.3% | -14.6% | -25.6% | -37.8% |
| 6M | -8.0% | -19.3% | +11.4% | -2.4% |
| YTD | +7.5% | -42.9% | +50.5% | +26.5% |
| 1Y | +84.0% | -43.8% | +127.8% | +116.5% |
| All | +403.2% | +13.4% | +389.8% | +391.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling