+164.7%
TXN vs ASTS
+576.8%
-412.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -0.3% |
| 7D | +2.2% | +18.5% | -16.3% | +0.9% |
| 30D | -9.5% | -8.1% | -1.4% | -9.0% |
| 3M | -10.5% | -28.2% | +17.6% | -9.2% |
| 6M | +35.4% | -26.1% | +61.5% | +36.1% |
| YTD | +51.8% | -9.0% | +60.7% | +49.0% |
| 1Y | +42.9% | +62.2% | -19.2% | +33.3% |
| 3Y | +71.3% | +1,621.9% | -1,550.5% | +26.8% |
| 5Y | +58.0% | +457.0% | -399.0% | +20.3% |
| All | +164.7% | +576.8% | -412.1% | +96.9% |
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