+59.4%
ASTS vs TJX
-8.3%
+67.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -3.9% |
| 7D | -3.6% | -4.4% | +0.8% | -6.1% |
| 30D | -16.4% | -18.6% | +2.2% | -25.8% |
| 3M | -31.4% | -24.4% | -7.0% | -39.9% |
| 6M | -31.6% | -20.2% | -11.3% | -39.1% |
| YTD | -17.5% | -16.9% | -0.6% | -22.5% |
| 1Y | +59.4% | -8.5% | +67.9% | +75.5% |
| All | +59.4% | -8.3% | +67.7% | +75.5% |
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 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