+56.0%
ASTS vs TSN
-1.7%
+57.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | +0.1% |
| 7D | -3.9% | +3.0% | -7.0% | -3.5% |
| 30D | -19.4% | -4.2% | -15.3% | -19.9% |
| 3M | -38.6% | -3.9% | -34.8% | -38.8% |
| 6M | -32.1% | -9.8% | -22.3% | -33.3% |
| YTD | -17.6% | -7.3% | -10.3% | -19.4% |
| 1Y | +56.0% | -2.2% | +58.2% | +49.1% |
| All | +56.0% | -1.7% | +57.7% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling