+45.0%
TXN vs ASTS
+57.7%
-12.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.6% |
| 7D | +2.7% | 0.0% | +2.6% | +2.6% |
| 30D | -6.7% | -9.2% | +2.5% | -6.0% |
| 3M | -8.9% | -29.6% | +20.7% | -7.0% |
| 6M | +34.7% | -30.5% | +65.2% | +36.7% |
| YTD | +53.3% | -14.1% | +67.4% | +51.2% |
| 1Y | +45.0% | +69.1% | -24.1% | +40.2% |
| All | +45.0% | +57.7% | -12.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling