+443.7%
APLD vs TSN
-36.3%
+480.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.0% |
| 7D | +4.1% | -6.3% | +10.4% | +6.1% |
| 30D | -11.7% | -10.8% | -0.9% | -8.5% |
| 3M | -40.3% | -8.8% | -31.5% | -39.1% |
| 6M | -8.0% | -16.8% | +8.9% | -2.7% |
| YTD | +7.5% | -10.0% | +17.5% | +9.9% |
| 1Y | +84.0% | -5.3% | +89.3% | +83.1% |
| 3Y | +356.2% | +8.5% | +347.7% | +277.2% |
| All | +443.7% | -36.3% | +480.0% | +617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling