-60.3%
TSLL vs ASTS
+298.4%
-358.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.2% | -6.7% | -18.1% |
| 7D | -28.9% | -29.9% | +1.0% | -22.0% |
| 30D | -21.4% | -52.2% | +30.7% | -5.9% |
| 3M | +5.0% | -55.8% | +60.8% | +27.8% |
| 6M | -36.6% | -52.7% | +16.1% | -25.4% |
| YTD | -56.6% | -58.4% | +1.8% | -49.9% |
| 1Y | -60.9% | -57.1% | -3.8% | -56.0% |
| 3Y | -25.2% | +629.5% | -654.7% | -59.5% |
| All | -60.3% | +298.4% | -358.7% | -76.9% |
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