+512.7%
ASTS vs TJX
+137.8%
+374.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -3.9% | -4.6% | +0.7% | -2.4% |
| 30D | -19.4% | -17.2% | -2.3% | -14.3% |
| 3M | -38.6% | -24.9% | -13.7% | -32.8% |
| 6M | -32.1% | -19.7% | -12.5% | -27.9% |
| YTD | -17.6% | -17.2% | -0.4% | -13.7% |
| 1Y | +56.0% | -9.4% | +65.4% | +57.1% |
| 3Y | +1,438.8% | +43.1% | +1,395.7% | +1,211.8% |
| 5Y | +412.9% | +96.7% | +316.2% | +290.8% |
| All | +512.7% | +137.8% | +374.9% | +371.9% |
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