-56.8%
TSLL vs APLD
+610.0%
-666.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.7% | -1.1% | +6.5% |
| 7D | -21.2% | -12.7% | -8.5% | -18.6% |
| 30D | -13.3% | -34.7% | +21.4% | -5.0% |
| 3M | +15.4% | -46.1% | +61.5% | +31.0% |
| 6M | -34.2% | -64.9% | +30.6% | -19.3% |
| YTD | -52.9% | -36.6% | -16.3% | -50.2% |
| 1Y | -54.3% | -50.0% | -4.4% | -50.0% |
| 3Y | -18.4% | +190.1% | -208.5% | -47.9% |
| All | -56.8% | +610.0% | -666.9% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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