+277.6%
ASTS vs TFC
+28.8%
+248.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.9% | +12.2% | +13.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | -27.6% | +9.2% | -36.8% | -30.2% |
| 3M | -48.7% | -2.9% | -45.8% | -48.2% |
| 6M | -50.8% | +3.5% | -54.3% | -52.1% |
| YTD | -49.2% | +5.4% | -54.6% | -50.7% |
| 1Y | -46.7% | +17.3% | -64.0% | -50.3% |
| 3Y | +793.2% | +96.7% | +696.5% | +593.4% |
| 5Y | +195.6% | -1.1% | +196.7% | +167.6% |
| All | +277.6% | +28.8% | +248.8% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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