+459.6%
APLD vs TSCO
-21.9%
+481.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.5% | -2.7% |
| 7D | +9.0% | -2.5% | +11.4% | +10.1% |
| 30D | -6.6% | -1.1% | -5.5% | -6.2% |
| 3M | -35.2% | +14.3% | -49.5% | -39.2% |
| 6M | +0.4% | -31.9% | +32.3% | +18.1% |
| YTD | +10.7% | -30.7% | +41.4% | +29.0% |
| 1Y | +78.6% | -41.1% | +119.6% | +122.7% |
| 3Y | +423.9% | -17.1% | +441.1% | +437.0% |
| All | +459.6% | -21.9% | +481.4% | +383.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling