+233.7%
ASTS vs TMF
-88.7%
+322.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.5% |
| 7D | +0.8% | -9.3% | +10.1% | +0.9% |
| 30D | -22.6% | +1.9% | -24.6% | -22.7% |
| 3M | -54.4% | -11.2% | -43.2% | -54.3% |
| 6M | -56.4% | -17.7% | -38.7% | -56.3% |
| YTD | -55.1% | -24.5% | -30.7% | -55.1% |
| 1Y | -46.9% | -29.4% | -17.5% | -46.9% |
| 3Y | +715.0% | -33.4% | +748.4% | +715.0% |
| 5Y | +153.7% | -88.7% | +242.4% | +149.4% |
| All | +233.7% | -88.7% | +322.4% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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