+253.1%
ASTS vs TJX
+157.5%
+95.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | -1.5% | +15.8% | +14.9% |
| 30D | -26.7% | -3.6% | -23.1% | -25.9% |
| 3M | -53.6% | -10.3% | -43.3% | -52.0% |
| 6M | -52.7% | -8.6% | -44.1% | -52.0% |
| YTD | -52.5% | -10.3% | -42.2% | -51.6% |
| 1Y | -46.5% | -6.4% | -40.1% | -46.5% |
| 3Y | +700.5% | +55.0% | +645.5% | +562.6% |
| 5Y | +168.5% | +112.4% | +56.1% | +98.9% |
| All | +253.1% | +157.5% | +95.7% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling