+160.4%
ASTS vs TDG
+125.9%
+34.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.3% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | -22.6% | +9.7% | -32.3% | -27.6% |
| 3M | -54.4% | -2.3% | -52.1% | -53.9% |
| 6M | -56.4% | +1.3% | -57.7% | -57.1% |
| YTD | -55.1% | -8.5% | -46.7% | -53.7% |
| 1Y | -46.9% | -8.1% | -38.8% | -45.1% |
| 3Y | +715.0% | +43.4% | +671.6% | +437.2% |
| All | +160.4% | +125.9% | +34.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling