+244.7%
APLD vs TFC
+20.9%
+223.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.2% |
| 7D | +3.1% | +0.3% | +2.8% | +2.8% |
| 30D | -29.4% | +9.2% | -38.5% | -34.1% |
| 3M | -42.8% | -2.9% | -39.9% | -42.2% |
| 6M | -59.5% | +3.5% | -63.0% | -61.6% |
| YTD | -31.8% | +5.4% | -37.2% | -36.6% |
| 1Y | -46.0% | +17.3% | -63.3% | -53.9% |
| 3Y | +252.0% | +96.7% | +155.3% | +99.3% |
| All | +244.7% | +20.9% | +223.8% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling