+243.9%
APLD vs TFC
+20.8%
+223.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.3% | +1.7% | -8.1% | -7.4% |
| 30D | -29.6% | +9.0% | -38.6% | -34.1% |
| 3M | -42.6% | -2.1% | -40.5% | -42.3% |
| 6M | -59.6% | +3.4% | -62.9% | -61.6% |
| YTD | -32.0% | +5.3% | -37.3% | -36.6% |
| 1Y | -46.9% | +16.2% | -63.1% | -54.3% |
| 3Y | +255.7% | +94.8% | +160.9% | +102.8% |
| All | +243.9% | +20.8% | +223.2% | +182.9% |
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