-56.8%
TSLL vs ASTS
+326.5%
-383.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.1% | +1.6% | +6.9% |
| 7D | -21.2% | -21.1% | -0.1% | -16.1% |
| 30D | -13.3% | -46.7% | +33.4% | +1.2% |
| 3M | +15.4% | -52.0% | +67.4% | +37.7% |
| 6M | -34.2% | -54.3% | +20.0% | -22.1% |
| YTD | -52.9% | -55.5% | +2.6% | -46.5% |
| 1Y | -54.3% | -50.5% | -3.9% | -50.5% |
| 3Y | -18.4% | +706.2% | -724.6% | -56.9% |
| All | -56.8% | +326.5% | -383.4% | -75.3% |
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