+2,922.3%
APLD vs TSLQ
-97.3%
+3,019.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +9.0% | -8.0% | +17.0% | +6.8% |
| 30D | -6.6% | -23.8% | +17.2% | -13.1% |
| 3M | -35.2% | -7.0% | -28.2% | -32.9% |
| 6M | +0.4% | -17.1% | +17.5% | +5.3% |
| YTD | +10.7% | +0.1% | +10.6% | +26.0% |
| 1Y | +78.6% | -51.2% | +129.7% | +73.6% |
| 3Y | +423.9% | -95.9% | +519.9% | +279.1% |
| All | +2,922.3% | -97.3% | +3,019.5% | +2,434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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