+1,894.4%
APLD vs TSLQ
-97.8%
+1,992.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.8% | +13.1% | +5.5% |
| 7D | +7.8% | -7.3% | +15.1% | +7.8% |
| 30D | -23.0% | -13.2% | -9.7% | -23.4% |
| 3M | -39.7% | -37.6% | -2.0% | -44.8% |
| 6M | -59.8% | -9.3% | -50.5% | -55.8% |
| YTD | -27.0% | -19.1% | -7.9% | -18.5% |
| 1Y | -37.3% | -27.2% | -10.1% | -30.7% |
| 3Y | +281.9% | -97.1% | +378.9% | +151.7% |
| All | +1,894.4% | -97.8% | +1,992.2% | +1,540.5% |
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