+220.6%
APLD vs TFC
+18.6%
+202.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.7% | +10.4% |
| 7D | -12.7% | +1.2% | -13.9% | -13.8% |
| 30D | -34.7% | +8.3% | -43.0% | -38.7% |
| 3M | -46.1% | -5.2% | -40.9% | -44.7% |
| 6M | -64.9% | -0.8% | -64.1% | -65.6% |
| YTD | -36.6% | +3.4% | -40.0% | -40.3% |
| 1Y | -50.0% | +17.0% | -67.0% | -57.3% |
| 3Y | +190.1% | +86.2% | +103.9% | +70.9% |
| All | +220.6% | +18.6% | +202.0% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling