+706.2%
ASTS vs TCOM
+30.2%
+676.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +6.7% |
| 7D | -21.1% | +12.1% | -33.2% | -23.5% |
| 30D | -46.7% | +16.5% | -63.2% | -48.9% |
| 3M | -52.0% | -4.0% | -48.0% | -51.6% |
| 6M | -54.3% | -18.5% | -35.7% | -51.8% |
| YTD | -55.5% | -38.3% | -17.2% | -49.4% |
| 1Y | -50.5% | -36.6% | -13.9% | -44.1% |
| 3Y | +706.2% | +31.1% | +675.1% | +642.4% |
| All | +706.2% | +30.2% | +676.0% | +642.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling