+667.9%
TSM vs ASTS
+209.1%
+458.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -15.2% | +4.4% | -9.3% |
| 7D | -18.2% | -29.9% | +11.7% | -15.4% |
| 30D | -26.8% | -52.2% | +25.4% | -21.6% |
| 3M | -14.5% | -55.8% | +41.4% | -7.9% |
| 6M | -10.0% | -52.7% | +42.7% | -4.9% |
| YTD | +17.1% | -58.4% | +75.5% | +23.4% |
| 1Y | +21.5% | -57.1% | +78.6% | +26.8% |
| 3Y | +300.4% | +629.5% | -329.1% | +205.5% |
| 5Y | +224.7% | +147.7% | +77.0% | +155.4% |
| All | +667.9% | +209.1% | +458.8% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling