+229.3%
APLD vs TPG
+113.8%
+115.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -6.0% |
| 7D | +2.7% | +5.0% | -2.3% | -1.0% |
| 30D | -21.4% | +15.7% | -37.1% | -30.6% |
| 3M | -47.8% | -10.6% | -37.3% | -43.8% |
| 6M | -64.9% | +15.9% | -80.8% | -69.4% |
| YTD | -34.9% | -20.6% | -14.2% | -24.6% |
| 1Y | -30.7% | -11.8% | -19.0% | -26.9% |
| 3Y | +305.3% | +71.6% | +233.8% | +139.8% |
| All | +229.3% | +113.8% | +115.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling