+457.0%
ASTS vs TDG
+132.8%
+324.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +7.1% |
| 7D | +18.5% | -0.9% | +19.4% | +19.1% |
| 30D | -8.1% | -6.5% | -1.6% | -4.0% |
| 3M | -28.2% | -5.1% | -23.1% | -26.1% |
| 6M | -26.1% | -11.5% | -14.6% | -21.0% |
| YTD | -9.0% | -13.9% | +4.9% | -2.0% |
| 1Y | +62.2% | -11.5% | +73.6% | +70.6% |
| 3Y | +1,621.9% | +53.7% | +1,568.2% | +990.0% |
| 5Y | +457.0% | +135.5% | +321.5% | +146.5% |
| All | +457.0% | +132.8% | +324.3% | +146.5% |
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