+62.2%
ASTS vs TCOM
-44.5%
+106.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.4% |
| 7D | +18.5% | -7.6% | +26.1% | +20.3% |
| 30D | -8.1% | -12.2% | +4.1% | -5.7% |
| 3M | -28.2% | -14.2% | -14.0% | -25.1% |
| 6M | -26.1% | -25.0% | -1.1% | -19.3% |
| YTD | -9.0% | -43.7% | +34.7% | +6.5% |
| 1Y | +62.2% | -44.5% | +106.7% | +92.0% |
| All | +62.2% | -44.5% | +106.7% | +92.0% |
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