-55.4%
TSLL vs APLD
+1,104.1%
-1,159.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -12.2% |
| 7D | +1.9% | +4.1% | -2.2% | +1.1% |
| 30D | +17.8% | -11.7% | +29.5% | +20.4% |
| 3M | -37.0% | -40.3% | +3.3% | -30.4% |
| 6M | -37.7% | -8.0% | -29.7% | -38.0% |
| YTD | -51.4% | +7.5% | -58.9% | -54.0% |
| 1Y | -23.4% | +84.0% | -107.4% | -36.1% |
| 3Y | -30.8% | +356.2% | -387.0% | -60.2% |
| All | -55.4% | +1,104.1% | -1,159.5% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling