+394.8%
APLD vs TJX
+43.2%
+351.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.2% |
| 7D | -0.5% | -4.4% | +3.9% | +2.0% |
| 30D | -13.2% | -18.6% | +5.4% | -2.0% |
| 3M | -33.8% | -24.4% | -9.4% | -21.7% |
| 6M | -5.9% | -20.2% | +14.3% | +5.6% |
| YTD | +5.1% | -16.9% | +22.1% | +12.9% |
| 1Y | +51.8% | -8.5% | +60.3% | +42.9% |
| All | +394.8% | +43.2% | +351.7% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling