-3.8%
TSLL vs APLD
+205.3%
-209.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.7% | +0.4% | -4.8% |
| 7D | -9.4% | -18.5% | +9.1% | -5.4% |
| 30D | +1.6% | -32.8% | +34.3% | +10.7% |
| 3M | +29.4% | -46.9% | +76.3% | +48.1% |
| 6M | -20.1% | -53.4% | +33.2% | -7.0% |
| YTD | -44.5% | -32.3% | -12.2% | -42.3% |
| 1Y | -46.0% | -46.5% | +0.5% | -41.7% |
| All | -3.8% | +205.3% | -209.1% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling