+244.8%
ASTS vs TSN
-10.7%
+255.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.7% |
| 7D | -9.3% | +5.8% | -15.2% | -9.9% |
| 30D | -33.9% | +12.8% | -46.7% | -34.9% |
| 3M | -51.0% | +6.5% | -57.5% | -51.4% |
| 6M | -55.1% | -10.3% | -44.9% | -54.5% |
| YTD | -53.6% | +5.5% | -59.1% | -54.3% |
| 1Y | -51.0% | +15.8% | -66.7% | -52.5% |
| 3Y | +681.7% | +42.5% | +639.1% | +624.0% |
| 5Y | +182.4% | -14.3% | +196.7% | +177.2% |
| All | +244.8% | -10.7% | +255.5% | +242.9% |
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