+249.5%
APLD vs TFC
+19.9%
+229.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -4.8% |
| 7D | +19.6% | +0.1% | +19.5% | +19.6% |
| 30D | -24.5% | +8.6% | -33.1% | -29.2% |
| 3M | -45.6% | -4.3% | -41.2% | -44.4% |
| 6M | -61.4% | +5.4% | -66.8% | -63.9% |
| YTD | -30.9% | +4.5% | -35.4% | -35.3% |
| 1Y | -35.8% | +14.0% | -49.8% | -43.9% |
| 3Y | +261.4% | +93.4% | +168.0% | +107.2% |
| All | +249.5% | +19.9% | +229.6% | +189.0% |
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