-55.4%
TSLL vs ASTS
+722.0%
-777.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -11.9% |
| 7D | +1.9% | +7.3% | -5.4% | 0.0% |
| 30D | +17.8% | -8.9% | +26.6% | +20.2% |
| 3M | -37.0% | -41.9% | +4.9% | -29.1% |
| 6M | -37.7% | -40.6% | +2.9% | -32.2% |
| YTD | -51.4% | -14.2% | -37.2% | -52.9% |
| 1Y | -23.4% | +48.9% | -72.2% | -37.4% |
| 3Y | -30.8% | +1,461.7% | -1,492.4% | -69.3% |
| All | -55.4% | +722.0% | -777.5% | -78.3% |
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