-49.1%
TSLL vs ASTS
+369.9%
-419.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -5.3% |
| 7D | -9.4% | -15.8% | +6.4% | -5.8% |
| 30D | +1.6% | -39.0% | +40.6% | +13.7% |
| 3M | +29.4% | -49.3% | +78.7% | +51.3% |
| 6M | -20.1% | -47.9% | +27.8% | -9.0% |
| YTD | -44.5% | -51.0% | +6.5% | -38.9% |
| 1Y | -46.0% | -49.2% | +3.1% | -42.2% |
| 3Y | -4.3% | +760.4% | -764.7% | -50.6% |
| All | -49.1% | +369.9% | -419.1% | -71.8% |
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