+273.5%
TSM vs APLD
+201.5%
+72.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.7% | +3.9% | -9.4% |
| 7D | -18.2% | -27.0% | +8.8% | -15.8% |
| 30D | -26.8% | -44.1% | +17.3% | -22.9% |
| 3M | -14.5% | -52.6% | +38.1% | -8.8% |
| 6M | -10.0% | -64.5% | +54.4% | -2.2% |
| YTD | +17.1% | -42.2% | +59.3% | +21.0% |
| 1Y | +21.5% | -57.2% | +78.7% | +27.7% |
| 3Y | +300.4% | +159.5% | +140.8% | +241.1% |
| All | +273.5% | +201.5% | +72.0% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling