-34.5%
TLT vs ASTS
+148.1%
-182.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | +1.0% | -22.6% | +23.7% | +1.1% |
| 3M | -2.7% | -54.4% | +51.7% | -2.6% |
| 6M | -4.1% | -56.4% | +52.3% | -4.1% |
| YTD | -5.4% | -55.1% | +49.8% | -5.3% |
| 1Y | -7.0% | -46.9% | +39.9% | -6.9% |
| 3Y | +2.8% | +715.0% | -712.2% | +2.5% |
| All | -34.5% | +148.1% | -182.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling