+444.7%
APLD vs TSCO
-24.1%
+468.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.1% |
| 7D | +0.2% | -5.7% | +5.8% | +2.6% |
| 30D | -15.2% | -8.8% | -6.4% | -12.2% |
| 3M | -36.3% | +6.3% | -42.6% | -38.3% |
| 6M | -7.4% | -32.3% | +24.9% | +9.1% |
| YTD | +7.7% | -32.7% | +40.4% | +27.1% |
| 1Y | +53.8% | -43.7% | +97.5% | +95.7% |
| 3Y | +407.1% | -19.7% | +426.8% | +426.2% |
| All | +444.7% | -24.1% | +468.9% | +376.0% |
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