+51.8%
APLD vs TSLQ
-49.1%
+100.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -4.2% |
| 7D | -0.5% | +5.7% | -6.2% | +1.8% |
| 30D | -13.2% | -21.1% | +7.9% | -19.1% |
| 3M | -33.8% | -11.5% | -22.2% | -33.0% |
| 6M | -5.9% | -14.9% | +9.0% | -0.3% |
| YTD | +5.1% | +2.4% | +2.7% | +20.7% |
| 1Y | +51.8% | -49.8% | +101.6% | +60.6% |
| All | +51.8% | -49.1% | +100.9% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling