+818.1%
ASTS vs TPG
+74.1%
+744.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.2% |
| 7D | -3.9% | -9.4% | +5.5% | +2.5% |
| 30D | -19.4% | -5.3% | -14.2% | -17.2% |
| 3M | -38.6% | +12.9% | -51.6% | -44.4% |
| 6M | -32.1% | +20.1% | -52.2% | -42.3% |
| YTD | -17.6% | -22.5% | +4.9% | -4.5% |
| 1Y | +56.0% | -19.7% | +75.7% | +76.5% |
| 3Y | +1,438.8% | +81.2% | +1,357.6% | +819.8% |
| All | +818.1% | +74.1% | +744.0% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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