+1,505.9%
ASTS vs TSN
+8.7%
+1,497.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +7.3% | -6.3% | +13.7% | +7.7% |
| 30D | -8.9% | -10.8% | +1.9% | -8.3% |
| 3M | -41.9% | -8.8% | -33.2% | -41.7% |
| 6M | -40.6% | -16.8% | -23.8% | -40.0% |
| YTD | -14.2% | -10.0% | -4.2% | -14.8% |
| 1Y | +48.9% | -5.3% | +54.1% | +46.0% |
| All | +1,505.9% | +8.7% | +1,497.2% | +1,140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling