+538.9%
ASTS vs TDG
+169.7%
+369.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.1% |
| 7D | 0.0% | -2.4% | +2.5% | +0.8% |
| 30D | -9.2% | -8.0% | -1.2% | -6.8% |
| 3M | -29.6% | -10.5% | -19.2% | -27.2% |
| 6M | -30.5% | -11.9% | -18.5% | -28.0% |
| YTD | -14.1% | -15.4% | +1.3% | -10.2% |
| 1Y | +69.1% | -14.2% | +83.3% | +76.0% |
| 3Y | +1,525.5% | +51.0% | +1,474.5% | +1,327.9% |
| 5Y | +425.9% | +126.5% | +299.4% | +320.4% |
| All | +538.9% | +169.7% | +369.2% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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