+297.1%
TSM vs APLD
+230.9%
+66.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.7% | -3.4% | +5.4% |
| 7D | -7.6% | -12.7% | +5.2% | -6.4% |
| 30D | -20.5% | -34.7% | +14.2% | -17.5% |
| 3M | -10.0% | -46.1% | +36.1% | -5.2% |
| 6M | -10.1% | -64.9% | +54.8% | -2.3% |
| YTD | +24.5% | -36.6% | +61.1% | +27.6% |
| 1Y | +31.2% | -50.0% | +81.1% | +36.0% |
| 3Y | +322.0% | +190.1% | +131.9% | +256.1% |
| All | +297.1% | +230.9% | +66.3% | +208.8% |
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 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