-14.5%
TSM vs APLD
-54.4%
+39.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.7% | +3.9% | -6.0% |
| 7D | -18.2% | -27.0% | +8.8% | -10.2% |
| 30D | -26.8% | -44.1% | +17.3% | -14.2% |
| 3M | -14.5% | -52.6% | +38.1% | +3.5% |
| All | -14.5% | -54.4% | +39.9% | +3.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling