+305.3%
APLD vs TSLQ
-97.0%
+402.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.5% | -4.6% |
| 7D | +2.7% | -16.8% | +19.5% | -2.4% |
| 30D | -21.4% | -18.0% | -3.5% | -23.2% |
| 3M | -47.8% | -34.5% | -13.4% | -51.2% |
| 6M | -64.9% | -8.9% | -56.0% | -61.6% |
| YTD | -34.9% | -19.0% | -15.9% | -27.9% |
| 1Y | -30.7% | -38.2% | +7.5% | -27.7% |
| 3Y | +305.3% | -96.9% | +402.2% | +228.3% |
| All | +305.3% | -97.0% | +402.4% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling