+273.1%
TSM vs ASTS
+400.6%
-127.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +7.3% | -4.6% | +1.9% |
| 30D | +3.6% | -8.9% | +12.5% | +4.3% |
| 3M | -3.4% | -41.9% | +38.6% | +0.7% |
| 6M | +20.6% | -40.6% | +61.2% | +24.0% |
| YTD | +41.9% | -14.2% | +56.1% | +39.8% |
| 1Y | +84.4% | +48.9% | +35.5% | +71.4% |
| 3Y | +380.2% | +1,461.7% | -1,081.4% | +241.5% |
| All | +273.1% | +400.6% | -127.5% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling