-29.1%
TLT vs ASTS
+244.8%
-273.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.7% | +7.4% | -1.3% |
| 7D | -0.3% | -9.3% | +9.0% | -0.3% |
| 30D | +3.7% | -33.9% | +37.6% | +3.8% |
| 3M | -0.7% | -51.0% | +50.3% | -0.6% |
| 6M | -4.2% | -55.1% | +50.9% | -4.1% |
| YTD | -4.0% | -53.6% | +49.6% | -3.9% |
| 1Y | -5.8% | -51.0% | +45.1% | -5.8% |
| 3Y | +4.1% | +681.7% | -677.6% | +3.9% |
| 5Y | -34.8% | +182.4% | -217.2% | -34.9% |
| All | -29.1% | +244.8% | -273.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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