+483.7%
APLD vs TJX
+118.1%
+365.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.7% | +9.3% |
| 7D | +16.6% | -3.3% | +19.8% | +19.5% |
| 30D | -3.1% | -19.9% | +16.7% | +15.9% |
| 3M | -30.9% | -19.0% | -11.8% | -19.3% |
| 6M | +12.6% | -18.6% | +31.2% | +29.4% |
| YTD | +15.5% | -15.3% | +30.8% | +26.5% |
| 1Y | +103.5% | -7.3% | +110.9% | +98.3% |
| 3Y | +446.5% | +46.6% | +399.9% | +221.1% |
| All | +483.7% | +118.1% | +365.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling