+1,757.5%
APLD vs TSLQ
-97.6%
+1,855.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.5% |
| 7D | -6.3% | +4.7% | -11.0% | -2.6% |
| 30D | -29.6% | -5.6% | -24.0% | -28.2% |
| 3M | -42.6% | -34.6% | -8.0% | -46.7% |
| 6M | -59.6% | -11.4% | -48.2% | -55.8% |
| YTD | -32.0% | -14.1% | -17.9% | -22.7% |
| 1Y | -46.9% | -20.7% | -26.2% | -39.8% |
| 3Y | +255.7% | -96.9% | +352.5% | +138.6% |
| All | +1,757.5% | -97.6% | +1,855.1% | +1,455.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling