+420.9%
APLD vs TSCO
-17.4%
+438.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.5% | -2.8% |
| 7D | +9.0% | -2.5% | +11.4% | +10.0% |
| 30D | -6.6% | -1.1% | -5.5% | -6.3% |
| 3M | -35.2% | +14.3% | -49.5% | -39.0% |
| 6M | +0.4% | -31.9% | +32.3% | +19.5% |
| YTD | +10.7% | -30.7% | +41.4% | +30.6% |
| 1Y | +78.6% | -41.1% | +119.6% | +126.5% |
| All | +420.9% | -17.4% | +438.3% | +342.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling