+84.0%
APLD vs TJX
-4.4%
+88.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.7% |
| 7D | +4.1% | -2.2% | +6.3% | +3.1% |
| 30D | -11.7% | -17.1% | +5.4% | -18.4% |
| 3M | -40.3% | -16.5% | -23.8% | -44.0% |
| 6M | -8.0% | -17.8% | +9.8% | -15.6% |
| YTD | +7.5% | -13.2% | +20.8% | +5.4% |
| 1Y | +84.0% | -5.2% | +89.2% | +91.5% |
| All | +84.0% | -4.4% | +88.4% | +91.5% |
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