+715.0%
ASTS vs TSLQ
-97.0%
+812.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.7% | -9.2% | -4.4% |
| 7D | +0.8% | -16.8% | +17.7% | -3.9% |
| 30D | -22.6% | -18.0% | -4.7% | -24.7% |
| 3M | -54.4% | -34.5% | -19.9% | -57.4% |
| 6M | -56.4% | -8.9% | -47.5% | -52.4% |
| YTD | -55.1% | -19.0% | -36.1% | -50.4% |
| 1Y | -46.9% | -38.2% | -8.7% | -44.5% |
| 3Y | +715.0% | -96.9% | +811.9% | +553.8% |
| All | +715.0% | -97.0% | +812.0% | +553.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling