+425.9%
ASTS vs TJX
+94.1%
+331.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.3% |
| 7D | 0.0% | -4.0% | +4.0% | +2.4% |
| 30D | -9.2% | -20.3% | +11.1% | +3.9% |
| 3M | -29.6% | -23.3% | -6.4% | -18.2% |
| 6M | -30.5% | -19.7% | -10.7% | -22.5% |
| YTD | -14.1% | -17.1% | +3.1% | -7.2% |
| 1Y | +69.1% | -8.8% | +77.9% | +67.4% |
| 3Y | +1,525.5% | +43.4% | +1,482.1% | +1,010.2% |
| 5Y | +425.9% | +95.2% | +330.6% | +173.9% |
| All | +425.9% | +94.1% | +331.8% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling