+84.0%
APLD vs TXG
+372.5%
-288.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +4.1% | +1.8% | +2.3% | +3.5% |
| 30D | -11.7% | +32.0% | -43.7% | -19.6% |
| 3M | -40.3% | +87.0% | -127.3% | -50.8% |
| 6M | -8.0% | +180.1% | -188.0% | -32.9% |
| YTD | +7.5% | +284.1% | -276.6% | -28.6% |
| 1Y | +84.0% | +361.7% | -277.7% | +18.7% |
| All | +84.0% | +372.5% | -288.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling