+244.7%
APLD vs TSN
-25.8%
+270.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.4% |
| 7D | +3.1% | +4.9% | -1.8% | +1.4% |
| 30D | -29.4% | +12.1% | -41.4% | -32.2% |
| 3M | -42.8% | +4.1% | -46.9% | -43.8% |
| 6M | -59.5% | -10.9% | -48.6% | -57.9% |
| YTD | -31.8% | +4.8% | -36.6% | -34.0% |
| 1Y | -46.0% | +17.6% | -63.7% | -50.3% |
| 3Y | +252.0% | +43.2% | +208.8% | +150.3% |
| All | +244.7% | -25.8% | +270.6% | +331.4% |
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