+277.6%
ASTS vs TSN
-11.3%
+288.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.3% | +13.8% | +14.1% |
| 7D | +1.5% | +4.9% | -3.3% | +1.0% |
| 30D | -27.6% | +12.1% | -39.7% | -28.6% |
| 3M | -48.7% | +4.1% | -52.8% | -49.0% |
| 6M | -50.8% | -10.9% | -40.0% | -50.2% |
| YTD | -49.2% | +4.8% | -54.0% | -50.0% |
| 1Y | -46.7% | +17.6% | -64.3% | -48.5% |
| 3Y | +793.2% | +43.2% | +750.0% | +726.4% |
| 5Y | +195.6% | -13.9% | +209.5% | +190.3% |
| All | +277.6% | -11.3% | +288.9% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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