+2,836.5%
APLD vs TSLQ
-97.0%
+2,933.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.2% | +5.5% |
| 7D | +4.1% | -5.8% | +9.8% | +2.8% |
| 30D | -11.7% | -22.1% | +10.4% | -17.5% |
| 3M | -40.3% | +10.1% | -50.3% | -34.4% |
| 6M | -8.0% | -6.8% | -1.2% | +0.1% |
| YTD | +7.5% | +8.5% | -1.0% | +25.2% |
| 1Y | +84.0% | -49.7% | +133.7% | +80.2% |
| 3Y | +356.2% | -95.6% | +451.9% | +235.1% |
| All | +2,836.5% | -97.0% | +2,933.5% | +2,419.6% |
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 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