+220.6%
APLD vs TCOM
+99.0%
+121.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.5% | +9.3% |
| 7D | -12.7% | +12.1% | -24.8% | -16.4% |
| 30D | -34.7% | +16.5% | -51.2% | -38.6% |
| 3M | -46.1% | -4.0% | -42.1% | -45.8% |
| 6M | -64.9% | -18.5% | -46.3% | -62.7% |
| YTD | -36.6% | -38.3% | +1.7% | -25.7% |
| 1Y | -50.0% | -36.6% | -13.4% | -42.1% |
| 3Y | +190.1% | +31.1% | +159.0% | +133.4% |
| All | +220.6% | +99.0% | +121.6% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling