-48.4%
TSLL vs APLD
-48.2%
-0.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -11.0% | -6.3% | -4.7% | -8.4% |
| 30D | -5.3% | -29.6% | +24.3% | +5.5% |
| 3M | +20.8% | -42.6% | +63.4% | +41.7% |
| 6M | -36.0% | -59.6% | +23.6% | -18.2% |
| YTD | -47.3% | -32.0% | -15.3% | -43.9% |
| 1Y | -48.4% | -46.9% | -1.5% | -41.2% |
| All | -48.4% | -48.2% | -0.3% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling