+36.0%
TSM vs APLD
-46.0%
+82.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.7% | +4.5% | -0.7% |
| 7D | -10.0% | -18.5% | +8.6% | -5.9% |
| 30D | -18.5% | -32.8% | +14.2% | -11.5% |
| 3M | -4.9% | -46.9% | +42.0% | +8.1% |
| 6M | -1.0% | -53.4% | +52.4% | +13.6% |
| YTD | +31.3% | -32.3% | +63.5% | +36.1% |
| 1Y | +36.0% | -46.5% | +82.5% | +44.6% |
| All | +36.0% | -46.0% | +82.0% | +44.6% |
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