-51.7%
TSLL vs APLD
+661.6%
-713.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -11.0% | -6.3% | -4.7% | -9.1% |
| 30D | -5.3% | -29.6% | +24.3% | +2.2% |
| 3M | +20.8% | -42.6% | +63.4% | +35.4% |
| 6M | -36.0% | -59.6% | +23.6% | -23.5% |
| YTD | -47.3% | -32.0% | -15.3% | -45.0% |
| 1Y | -48.4% | -46.9% | -1.5% | -44.2% |
| 3Y | -5.4% | +255.7% | -261.1% | -41.8% |
| All | -51.7% | +661.6% | -713.3% | -79.3% |
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