-29.8%
TLT vs ASTS
+253.1%
-282.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -1.5% |
| 7D | -2.7% | +14.2% | -16.9% | -2.7% |
| 30D | +2.2% | -26.7% | +28.8% | +2.2% |
| 3M | -1.7% | -53.6% | +51.8% | -1.7% |
| 6M | -4.0% | -52.7% | +48.8% | -3.9% |
| YTD | -4.9% | -52.5% | +47.6% | -4.9% |
| 1Y | -7.4% | -46.5% | +39.1% | -7.3% |
| 3Y | +3.0% | +700.5% | -697.4% | +2.8% |
| 5Y | -35.1% | +168.5% | -203.6% | -35.2% |
| All | -29.8% | +253.1% | -282.9% | -29.0% |
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