+321.8%
TSM vs APLD
+239.8%
+82.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -1.1% |
| 7D | +6.2% | +2.7% | +3.5% | +5.9% |
| 30D | -7.3% | -21.4% | +14.2% | -5.3% |
| 3M | -7.1% | -47.8% | +40.7% | -1.9% |
| 6M | +0.2% | -64.9% | +65.1% | +8.9% |
| YTD | +32.2% | -34.9% | +67.1% | +35.1% |
| 1Y | +42.8% | -30.7% | +73.5% | +44.6% |
| 3Y | +330.4% | +305.3% | +25.1% | +256.6% |
| All | +321.8% | +239.8% | +82.0% | +227.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling