+443.7%
APLD vs TPG
+130.5%
+313.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.6% |
| 7D | +4.1% | -2.4% | +6.5% | +6.2% |
| 30D | -11.7% | +11.1% | -22.8% | -19.8% |
| 3M | -40.3% | +26.3% | -66.5% | -51.1% |
| 6M | -8.0% | +18.3% | -26.3% | -20.9% |
| YTD | +7.5% | -14.4% | +22.0% | +18.5% |
| 1Y | +84.0% | -6.7% | +90.7% | +83.9% |
| 3Y | +356.2% | +111.5% | +244.8% | +127.0% |
| All | +443.7% | +130.5% | +313.2% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling