+203.8%
TXN vs ASTS
+277.6%
-73.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +14.1% | -7.5% | +5.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.2% |
| 30D | +4.7% | -27.6% | +32.4% | +7.0% |
| 3M | +3.9% | -48.7% | +52.6% | +8.6% |
| 6M | +3.8% | -50.8% | +54.6% | +7.8% |
| YTD | +74.2% | -49.2% | +123.4% | +77.9% |
| 1Y | +88.2% | -46.7% | +134.9% | +90.5% |
| 3Y | +124.0% | +793.2% | -669.3% | +74.3% |
| 5Y | +78.4% | +195.6% | -117.2% | +41.8% |
| All | +203.8% | +277.6% | -73.8% | +135.1% |
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