+274.8%
ASTS vs TSEM
+617.9%
-343.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.6% | +1.1% | +5.0% |
| 7D | +2.8% | +6.8% | -4.0% | +0.6% |
| 30D | -28.8% | -26.6% | -2.2% | -17.6% |
| 3M | -48.9% | -36.3% | -12.5% | -37.5% |
| 6M | -55.6% | -30.6% | -25.1% | -50.0% |
| YTD | -49.6% | +35.3% | -84.9% | -59.6% |
| 1Y | -46.1% | +59.2% | -105.3% | -59.9% |
| 3Y | +749.7% | +547.7% | +202.0% | +235.6% |
| 5Y | +193.2% | +337.5% | -144.3% | +32.0% |
| All | +274.8% | +617.9% | -343.1% | +56.5% |
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