+233.7%
ASTS vs TJX
+154.4%
+79.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.1% |
| 7D | +0.8% | -0.3% | +1.2% | +1.1% |
| 30D | -22.6% | -5.6% | -17.0% | -21.2% |
| 3M | -54.4% | -12.3% | -42.1% | -52.5% |
| 6M | -56.4% | -7.7% | -48.7% | -55.9% |
| YTD | -55.1% | -11.4% | -43.7% | -54.1% |
| 1Y | -46.9% | -7.0% | -39.9% | -46.8% |
| 3Y | +715.0% | +53.3% | +661.7% | +577.3% |
| 5Y | +153.7% | +109.9% | +43.8% | +88.7% |
| All | +233.7% | +154.4% | +79.3% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling