+400.0%
ASTS vs TPG
+78.3%
+321.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.7% |
| 7D | +0.8% | +5.0% | -4.2% | -2.0% |
| 30D | -22.6% | +15.7% | -38.3% | -29.8% |
| 3M | -54.4% | -10.6% | -43.8% | -51.0% |
| 6M | -56.4% | +15.9% | -72.4% | -61.3% |
| YTD | -55.1% | -20.6% | -34.5% | -48.8% |
| 1Y | -46.9% | -11.8% | -35.2% | -43.5% |
| 3Y | +715.0% | +71.6% | +643.4% | +407.9% |
| All | +400.0% | +78.3% | +321.7% | +192.1% |
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