+277.6%
ASTS vs TSEM
+588.2%
-310.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +10.9% | +3.2% | +8.9% |
| 7D | +1.5% | -2.0% | +3.5% | +3.0% |
| 30D | -27.6% | -33.4% | +5.8% | -12.6% |
| 3M | -48.7% | -39.7% | -9.0% | -35.9% |
| 6M | -50.8% | -27.8% | -23.0% | -45.6% |
| YTD | -49.2% | +29.7% | -78.9% | -58.6% |
| 1Y | -46.7% | +81.1% | -127.8% | -63.1% |
| 3Y | +793.2% | +529.3% | +263.9% | +257.7% |
| 5Y | +195.6% | +315.0% | -119.4% | +36.0% |
| All | +277.6% | +588.2% | -310.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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