+193.2%
ASTS vs TJX
+111.5%
+81.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.0% | +8.9% |
| 7D | +2.8% | -5.7% | +8.6% | +6.7% |
| 30D | -28.8% | -3.9% | -25.0% | -27.4% |
| 3M | -48.9% | -12.1% | -36.8% | -45.1% |
| 6M | -55.6% | -7.8% | -47.9% | -55.0% |
| YTD | -49.6% | -10.4% | -39.2% | -48.3% |
| 1Y | -46.1% | -5.5% | -40.5% | -47.2% |
| 3Y | +749.7% | +55.0% | +694.7% | +453.3% |
| 5Y | +193.2% | +114.2% | +79.0% | +47.7% |
| All | +193.2% | +111.5% | +81.7% | +47.7% |
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 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