-54.3%
ASTS vs TCOM
-16.0%
-38.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +7.6% |
| 7D | -21.1% | +12.1% | -33.2% | -16.7% |
| 30D | -46.7% | +16.5% | -63.2% | -42.9% |
| 3M | -52.0% | -4.0% | -48.0% | -51.4% |
| 6M | -54.3% | -18.5% | -35.7% | -57.8% |
| All | -54.3% | -16.0% | -38.3% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling