+229.3%
APLD vs TSCO
-16.2%
+245.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -21.4% | +11.3% | -32.8% | -24.9% |
| 3M | -47.8% | +1.5% | -49.3% | -48.4% |
| 6M | -64.9% | +24.0% | -88.8% | -68.3% |
| YTD | -34.9% | -25.7% | -9.2% | -26.5% |
| 1Y | -30.7% | -33.6% | +2.8% | -18.1% |
| 3Y | +305.3% | -1.5% | +306.9% | +284.0% |
| All | +229.3% | -16.2% | +245.5% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling