+269.3%
APLD vs TSN
-25.8%
+295.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.6% |
| 7D | +7.8% | -0.3% | +8.1% | +7.9% |
| 30D | -23.0% | +11.8% | -34.7% | -26.0% |
| 3M | -39.7% | +7.1% | -46.8% | -41.4% |
| 6M | -59.8% | -9.2% | -50.7% | -58.6% |
| YTD | -27.0% | +4.8% | -31.8% | -29.3% |
| 1Y | -37.3% | +11.6% | -49.0% | -41.0% |
| 3Y | +281.9% | +41.5% | +240.3% | +174.1% |
| All | +269.3% | -25.8% | +295.1% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling