+459.6%
APLD vs TPG
+114.1%
+345.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -1.0% |
| 7D | +9.0% | -6.5% | +15.5% | +14.7% |
| 30D | -6.6% | +0.1% | -6.7% | -7.9% |
| 3M | -35.2% | +14.5% | -49.8% | -42.9% |
| 6M | +0.4% | +17.3% | -16.9% | -13.7% |
| YTD | +10.7% | -20.5% | +31.2% | +29.0% |
| 1Y | +78.6% | -13.2% | +91.8% | +88.6% |
| 3Y | +423.9% | +87.7% | +336.2% | +187.6% |
| All | +459.6% | +114.1% | +345.4% | +106.7% |
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