-28.1%
TLT vs ASTS
+277.6%
-305.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.1% | -14.1% | 0.0% |
| 7D | +0.3% | +1.5% | -1.3% | +0.3% |
| 30D | +5.1% | -27.6% | +32.7% | +5.1% |
| 3M | -0.2% | -48.7% | +48.5% | -0.1% |
| 6M | -2.9% | -50.8% | +47.9% | -2.8% |
| YTD | -2.7% | -49.2% | +46.5% | -2.6% |
| 1Y | -4.6% | -46.7% | +42.1% | -4.5% |
| 3Y | +6.1% | +793.2% | -787.1% | +5.8% |
| 5Y | -35.1% | +195.6% | -230.7% | -35.3% |
| All | -28.1% | +277.6% | -305.7% | -27.3% |
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