+354.6%
APLD vs TFC
+96.6%
+258.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +7.8% | -1.2% | +9.0% | +8.9% |
| 30D | -23.0% | +7.8% | -30.7% | -27.1% |
| 3M | -39.7% | -3.0% | -36.7% | -39.0% |
| 6M | -59.8% | +5.8% | -65.6% | -62.5% |
| YTD | -27.0% | +5.3% | -32.2% | -32.2% |
| 1Y | -37.3% | +15.7% | -53.0% | -46.2% |
| All | +354.6% | +96.6% | +258.0% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling