+253.1%
ASTS vs TFC
+27.6%
+225.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.5% |
| 7D | +14.2% | +0.1% | +14.1% | +14.3% |
| 30D | -26.7% | +8.6% | -35.3% | -29.2% |
| 3M | -53.6% | -4.3% | -49.2% | -52.8% |
| 6M | -52.7% | +5.4% | -58.1% | -54.2% |
| YTD | -52.5% | +4.5% | -57.0% | -53.7% |
| 1Y | -46.5% | +14.0% | -60.5% | -49.5% |
| 3Y | +700.5% | +93.4% | +607.1% | +525.4% |
| 5Y | +168.5% | +0.5% | +168.0% | +143.5% |
| All | +253.1% | +27.6% | +225.5% | +214.7% |
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