-44.0%
TSLL vs ASTS
-46.0%
+2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.7% | -2.9% | +3.2% |
| 7D | +0.5% | +2.8% | -2.3% | +0.2% |
| 30D | +2.7% | -28.8% | +31.5% | +12.2% |
| 3M | +26.3% | -48.9% | +75.1% | +49.5% |
| 6M | -37.2% | -55.6% | +18.5% | -24.4% |
| YTD | -44.2% | -49.6% | +5.3% | -36.6% |
| 1Y | -44.0% | -46.1% | +2.1% | -40.7% |
| All | -44.0% | -46.0% | +2.1% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling