+941.3%
ASTS vs TSLQ
-97.3%
+1,038.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.0% | +14.1% | +3.7% |
| 7D | +18.5% | -8.6% | +27.1% | +15.8% |
| 30D | -8.1% | -24.9% | +16.8% | -14.4% |
| 3M | -28.2% | -1.5% | -26.7% | -23.7% |
| 6M | -26.1% | -18.1% | -8.0% | -22.1% |
| YTD | -9.0% | -0.1% | -8.9% | +3.6% |
| 1Y | +62.2% | -51.4% | +113.5% | +58.2% |
| 3Y | +1,621.9% | -95.9% | +1,717.8% | +1,145.6% |
| All | +941.3% | -97.3% | +1,038.5% | +705.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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