+233.7%
ASTS vs TFC
+29.2%
+204.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.0% |
| 7D | +0.8% | +2.3% | -1.4% | 0.0% |
| 30D | -22.6% | +10.8% | -33.4% | -25.9% |
| 3M | -54.4% | -3.8% | -50.7% | -53.8% |
| 6M | -56.4% | +9.6% | -66.0% | -58.4% |
| YTD | -55.1% | +5.8% | -60.9% | -56.5% |
| 1Y | -46.9% | +16.2% | -63.1% | -50.3% |
| 3Y | +715.0% | +96.0% | +619.0% | +533.2% |
| 5Y | +153.7% | +1.7% | +152.0% | +128.9% |
| All | +233.7% | +29.2% | +204.5% | +195.8% |
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