+429.1%
ASTS vs TPG
+77.8%
+351.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -4.5% |
| 7D | +14.2% | +4.2% | +10.1% | +11.6% |
| 30D | -26.7% | +13.5% | -40.2% | -32.6% |
| 3M | -53.6% | -3.3% | -50.3% | -52.9% |
| 6M | -52.7% | +11.8% | -64.5% | -57.0% |
| YTD | -52.5% | -20.9% | -31.6% | -45.7% |
| 1Y | -46.5% | -13.1% | -33.4% | -42.4% |
| 3Y | +700.5% | +72.9% | +627.6% | +395.6% |
| All | +429.1% | +77.8% | +351.4% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling