+277.6%
ASTS vs TCOM
+31.9%
+245.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.7% | +14.8% | +14.3% |
| 7D | +1.5% | +7.4% | -5.9% | -0.3% |
| 30D | -27.6% | +13.2% | -40.8% | -29.9% |
| 3M | -48.7% | -4.6% | -44.2% | -48.4% |
| 6M | -50.8% | -16.4% | -34.4% | -49.3% |
| YTD | -49.2% | -38.8% | -10.5% | -43.6% |
| 1Y | -46.7% | -37.3% | -9.4% | -41.1% |
| 3Y | +793.2% | +31.4% | +761.8% | +711.9% |
| 5Y | +195.6% | +45.5% | +150.1% | +140.2% |
| All | +277.6% | +31.9% | +245.7% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling