+446.5%
APLD vs TSLQ
-95.9%
+542.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -8.0% | +15.3% | +5.0% |
| 7D | +16.6% | -8.6% | +25.1% | +14.2% |
| 30D | -3.1% | -24.9% | +21.8% | -9.8% |
| 3M | -30.9% | -1.5% | -29.3% | -27.3% |
| 6M | +12.6% | -18.1% | +30.7% | +17.4% |
| YTD | +15.5% | -0.1% | +15.6% | +30.1% |
| 1Y | +103.5% | -51.4% | +154.9% | +99.2% |
| 3Y | +446.5% | -95.9% | +542.4% | +336.8% |
| All | +446.5% | -95.9% | +542.4% | +336.8% |
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