+230.9%
ASTS vs TFC
+26.3%
+204.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.4% |
| 7D | -21.1% | +1.2% | -22.3% | -21.6% |
| 30D | -46.7% | +8.3% | -55.0% | -48.5% |
| 3M | -52.0% | -5.2% | -46.8% | -51.1% |
| 6M | -54.3% | -0.8% | -53.5% | -54.6% |
| YTD | -55.5% | +3.4% | -58.9% | -56.5% |
| 1Y | -50.5% | +17.0% | -67.5% | -53.8% |
| 3Y | +706.2% | +86.2% | +620.1% | +537.7% |
| 5Y | +165.2% | -2.3% | +167.5% | +141.6% |
| All | +230.9% | +26.3% | +204.6% | +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