+233.7%
ASTS vs TSEM
+563.8%
-330.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.9% | +1.4% | -2.2% |
| 7D | +0.8% | +7.0% | -6.1% | -1.8% |
| 30D | -22.6% | -29.8% | +7.1% | -8.5% |
| 3M | -54.4% | -41.9% | -12.5% | -41.8% |
| 6M | -56.4% | -45.8% | -10.7% | -44.3% |
| YTD | -55.1% | +25.1% | -80.2% | -62.6% |
| 1Y | -46.9% | +48.2% | -95.2% | -59.0% |
| 3Y | +715.0% | +476.5% | +238.5% | +239.4% |
| 5Y | +153.7% | +301.4% | -147.8% | +18.9% |
| All | +233.7% | +563.8% | -330.1% | +44.7% |
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