+174.0%
ASTS vs TSN
-14.6%
+188.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.2% |
| 7D | -21.1% | +4.6% | -25.7% | -21.8% |
| 30D | -46.7% | +15.4% | -62.1% | -48.4% |
| 3M | -52.0% | +2.9% | -54.9% | -52.4% |
| 6M | -54.3% | -10.8% | -43.5% | -53.1% |
| YTD | -55.5% | +4.5% | -59.9% | -56.8% |
| 1Y | -50.5% | +19.5% | -70.0% | -54.0% |
| 3Y | +706.2% | +42.2% | +664.0% | +564.7% |
| All | +174.0% | -14.6% | +188.5% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling