+305.3%
APLD vs TJX
+53.4%
+252.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.3% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -21.4% | -5.6% | -15.8% | -19.6% |
| 3M | -47.8% | -12.3% | -35.5% | -44.6% |
| 6M | -64.9% | -7.7% | -57.2% | -65.3% |
| YTD | -34.9% | -11.4% | -23.5% | -33.6% |
| 1Y | -30.7% | -7.0% | -23.7% | -33.8% |
| 3Y | +305.3% | +53.3% | +252.1% | +127.7% |
| All | +305.3% | +53.4% | +252.0% | +127.7% |
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