+767.1%
TSM vs ASTS
+233.7%
+533.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.1% |
| 7D | +6.2% | +0.8% | +5.4% | +6.0% |
| 30D | -7.3% | -22.6% | +15.4% | -5.1% |
| 3M | -7.1% | -54.4% | +47.3% | -0.4% |
| 6M | +0.2% | -56.4% | +56.7% | +6.7% |
| YTD | +32.2% | -55.1% | +87.4% | +38.1% |
| 1Y | +42.8% | -46.9% | +89.7% | +46.0% |
| 3Y | +330.4% | +715.0% | -384.6% | +224.4% |
| 5Y | +263.9% | +153.7% | +110.2% | +185.0% |
| All | +767.1% | +233.7% | +533.5% | +563.2% |
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