+230.9%
ASTS vs TSEM
+520.6%
-289.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.8% | +2.2% | +4.8% |
| 7D | -21.1% | -17.5% | -3.6% | -13.2% |
| 30D | -46.7% | -44.7% | -2.0% | -30.0% |
| 3M | -52.0% | -38.9% | -13.1% | -40.5% |
| 6M | -54.3% | -36.7% | -17.6% | -46.2% |
| YTD | -55.5% | +17.0% | -72.5% | -61.9% |
| 1Y | -50.5% | +62.8% | -113.3% | -64.0% |
| 3Y | +706.2% | +471.3% | +234.9% | +237.4% |
| 5Y | +165.2% | +290.3% | -125.1% | +26.2% |
| All | +230.9% | +520.6% | -289.7% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling