-55.8%
ASTS vs TSN
+2.8%
-58.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -29.9% | +6.9% | -36.7% | -27.5% |
| 30D | -52.2% | +15.7% | -67.8% | -49.8% |
| 3M | -55.8% | +4.3% | -60.1% | -53.0% |
| All | -55.8% | +2.8% | -58.7% | -53.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling