-49.2%
ASTS vs TJX
+4.8%
-54.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -1.4% |
| 7D | -15.8% | +4.6% | -20.4% | -13.6% |
| 30D | -39.0% | +7.7% | -46.7% | -36.7% |
| 3M | -49.3% | -7.8% | -41.5% | -52.0% |
| 6M | -47.9% | -5.8% | -42.2% | -49.5% |
| YTD | -51.0% | -4.9% | -46.1% | -50.6% |
| 1Y | -49.2% | +3.2% | -52.3% | -44.7% |
| All | -49.2% | +4.8% | -54.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling