+229.3%
APLD vs TSN
-27.1%
+256.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.6% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | -21.4% | +8.5% | -29.9% | -23.8% |
| 3M | -47.8% | +5.3% | -53.1% | -49.0% |
| 6M | -64.9% | -10.5% | -54.4% | -63.7% |
| YTD | -34.9% | +3.0% | -37.8% | -36.6% |
| 1Y | -30.7% | +12.1% | -42.9% | -35.0% |
| 3Y | +305.3% | +43.1% | +262.2% | +184.5% |
| All | +229.3% | -27.1% | +256.4% | +314.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling