+483.7%
APLD vs TSN
-35.2%
+518.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.8% |
| 7D | +16.6% | -5.0% | +21.6% | +18.3% |
| 30D | -3.1% | -9.1% | +6.0% | -0.2% |
| 3M | -30.9% | -7.4% | -23.5% | -29.6% |
| 6M | +12.6% | -13.4% | +26.0% | +17.2% |
| YTD | +15.5% | -8.5% | +23.9% | +17.4% |
| 1Y | +103.5% | -3.2% | +106.7% | +101.0% |
| 3Y | +446.5% | +11.5% | +435.0% | +345.7% |
| All | +483.7% | -35.2% | +518.9% | +666.6% |
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