+84.0%
APLD vs TSCO
-40.6%
+124.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.7% |
| 7D | +4.1% | +0.8% | +3.3% | +4.0% |
| 30D | -11.7% | +5.5% | -17.2% | -12.0% |
| 3M | -40.3% | +20.0% | -60.2% | -41.6% |
| 6M | -8.0% | -29.8% | +21.8% | +1.6% |
| YTD | +7.5% | -28.7% | +36.2% | +22.8% |
| 1Y | +84.0% | -40.9% | +124.9% | +84.1% |
| All | +84.0% | -40.6% | +124.7% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling