-46.5%
ASTS vs TSLQ
-29.0%
-17.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -7.3% |
| 7D | +14.2% | -26.6% | +40.8% | +1.4% |
| 30D | -26.7% | -17.5% | -9.2% | -29.5% |
| 3M | -53.6% | -41.7% | -11.9% | -60.1% |
| 6M | -52.7% | -16.9% | -35.8% | -49.2% |
| YTD | -52.5% | -21.9% | -30.6% | -46.2% |
| 1Y | -46.5% | -32.5% | -14.0% | -40.8% |
| All | -46.5% | -29.0% | -17.5% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling