+322.0%
TSM vs ASTS
+688.5%
-366.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.7% | +5.7% |
| 7D | -7.6% | -21.1% | +13.5% | -5.6% |
| 30D | -20.5% | -46.7% | +26.2% | -16.2% |
| 3M | -10.0% | -52.0% | +42.0% | -4.6% |
| 6M | -10.1% | -54.3% | +44.2% | -5.2% |
| YTD | +24.5% | -55.5% | +80.0% | +30.1% |
| 1Y | +31.2% | -50.5% | +81.7% | +35.5% |
| 3Y | +322.0% | +706.2% | -384.3% | +312.0% |
| All | +322.0% | +688.5% | -366.6% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling