+48.9%
ASTS vs TCOM
-42.5%
+91.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | -9.5% | +16.9% | +9.5% |
| 30D | -8.9% | -10.7% | +1.8% | -6.9% |
| 3M | -41.9% | -14.6% | -27.3% | -39.2% |
| 6M | -40.6% | -19.3% | -21.3% | -36.6% |
| YTD | -14.2% | -42.9% | +28.7% | -0.1% |
| 1Y | +48.9% | -43.8% | +92.6% | +75.2% |
| All | +48.9% | -42.5% | +91.3% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling