+443.7%
APLD vs TFC
+24.1%
+419.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | +2.4% | +1.6% | +2.3% |
| 30D | -11.7% | -1.3% | -10.4% | -11.0% |
| 3M | -40.3% | +6.1% | -46.3% | -43.6% |
| 6M | -8.0% | +7.3% | -15.3% | -13.9% |
| YTD | +7.5% | +8.2% | -0.7% | -0.9% |
| 1Y | +84.0% | +14.4% | +69.6% | +59.9% |
| 3Y | +356.2% | +93.7% | +262.5% | +163.9% |
| All | +443.7% | +24.1% | +419.6% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling