+269.3%
APLD vs TSCO
-15.6%
+284.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.0% |
| 7D | +7.8% | +0.4% | +7.4% | +7.6% |
| 30D | -23.0% | +9.8% | -32.8% | -25.9% |
| 3M | -39.7% | +4.8% | -44.5% | -41.1% |
| 6M | -59.8% | +23.3% | -83.1% | -63.6% |
| YTD | -27.0% | -25.1% | -1.9% | -17.8% |
| 1Y | -37.3% | -32.7% | -4.6% | -26.3% |
| 3Y | +281.9% | -2.0% | +283.8% | +263.3% |
| All | +269.3% | -15.6% | +284.8% | +208.0% |
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 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