+192.2%
APLD vs TMF
-78.0%
+270.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.6% | -15.3% | -14.8% |
| 7D | -27.0% | +2.7% | -29.7% | -27.4% |
| 30D | -44.1% | +19.3% | -63.4% | -46.2% |
| 3M | -52.6% | -3.7% | -48.9% | -52.4% |
| 6M | -64.5% | -11.3% | -53.2% | -63.7% |
| YTD | -42.2% | -16.6% | -25.6% | -40.4% |
| 1Y | -57.2% | -21.1% | -36.1% | -55.5% |
| 3Y | +159.5% | -26.8% | +186.3% | +169.1% |
| All | +192.2% | -78.0% | +270.2% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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