+245.7%
TSM vs ASTS
+213.2%
+32.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.1% | -10.6% | +2.1% |
| 7D | -2.5% | +1.5% | -4.1% | -2.7% |
| 30D | -14.3% | -27.6% | +13.3% | -11.7% |
| 3M | -7.2% | -48.7% | +41.5% | -1.5% |
| 6M | -5.1% | -50.8% | +45.7% | -0.1% |
| YTD | +28.9% | -49.2% | +78.1% | +33.2% |
| 1Y | +37.1% | -46.7% | +83.8% | +40.1% |
| 3Y | +341.5% | +793.2% | -451.8% | +232.4% |
| 5Y | +245.7% | +195.6% | +50.1% | +170.3% |
| All | +245.7% | +213.2% | +32.5% | +170.3% |
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