-46.5%
APLD vs TJX
+4.8%
-51.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.2% | -11.9% | -3.8% |
| 7D | -18.5% | +4.6% | -23.1% | -16.1% |
| 30D | -32.8% | +7.7% | -40.5% | -30.3% |
| 3M | -46.9% | -7.8% | -39.1% | -48.8% |
| 6M | -53.4% | -5.8% | -47.6% | -54.6% |
| YTD | -32.3% | -4.9% | -27.4% | -30.6% |
| 1Y | -46.5% | +3.2% | -49.7% | -38.8% |
| All | -46.5% | +4.8% | -51.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling