+857.4%
ASTS vs TPG
+78.6%
+778.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -3.0% |
| 7D | 0.0% | -6.5% | +6.5% | +4.4% |
| 30D | -9.2% | +0.1% | -9.3% | -10.1% |
| 3M | -29.6% | +14.5% | -44.2% | -36.7% |
| 6M | -30.5% | +17.3% | -47.8% | -39.9% |
| YTD | -14.1% | -20.5% | +6.5% | -2.1% |
| 1Y | +69.1% | -13.2% | +82.4% | +81.1% |
| 3Y | +1,525.5% | +87.7% | +1,437.8% | +848.5% |
| All | +857.4% | +78.6% | +778.8% | +458.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling