+84.4%
TSM vs APLD
+85.3%
-0.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | +2.7% | +4.1% | -1.3% | +1.9% |
| 30D | +3.6% | -11.7% | +15.3% | +5.9% |
| 3M | -3.4% | -40.3% | +36.9% | +5.0% |
| 6M | +20.6% | -8.0% | +28.6% | +19.5% |
| YTD | +41.9% | +7.5% | +34.3% | +35.9% |
| 1Y | +84.4% | +84.0% | +0.3% | +62.8% |
| All | +84.4% | +85.3% | -0.9% | +62.8% |
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