+311.1%
TSM vs APLD
+255.7%
+55.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +2.8% |
| 7D | -2.5% | +3.1% | -5.6% | -2.8% |
| 30D | -14.3% | -29.4% | +15.1% | -11.7% |
| 3M | -7.2% | -42.8% | +35.5% | -2.8% |
| 6M | -5.1% | -59.5% | +54.3% | +1.8% |
| YTD | +28.9% | -31.8% | +60.7% | +31.1% |
| 1Y | +37.1% | -46.0% | +83.1% | +41.1% |
| 3Y | +341.5% | +252.0% | +89.5% | +267.6% |
| All | +311.1% | +255.7% | +55.3% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling