+51.8%
APLD vs TXG
+392.4%
-340.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.7% | -4.5% |
| 7D | -0.5% | +5.0% | -5.5% | -2.1% |
| 30D | -13.2% | +13.5% | -26.7% | -16.9% |
| 3M | -33.8% | +128.0% | -161.8% | -50.1% |
| 6M | -5.9% | +224.4% | -230.4% | -37.0% |
| YTD | +5.1% | +307.0% | -301.9% | -35.9% |
| 1Y | +51.8% | +427.2% | -375.4% | -12.8% |
| All | +51.8% | +392.4% | -340.6% | -12.8% |
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