+537.8%
ASTS vs TDG
+178.4%
+359.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | -2.0% | +9.4% | +8.0% |
| 30D | -8.9% | -7.4% | -1.5% | -6.7% |
| 3M | -41.9% | -5.4% | -36.5% | -41.0% |
| 6M | -40.6% | -11.6% | -29.0% | -38.5% |
| YTD | -14.2% | -12.6% | -1.6% | -11.2% |
| 1Y | +48.9% | -9.3% | +58.2% | +52.1% |
| 3Y | +1,461.7% | +49.2% | +1,412.5% | +1,274.6% |
| 5Y | +404.1% | +132.1% | +272.0% | +299.3% |
| All | +537.8% | +178.4% | +359.3% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling