+104.0%
TXN vs ASTS
+688.5%
-584.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.3% | -0.8% |
| 7D | -7.8% | -21.1% | +13.3% | -6.4% |
| 30D | -3.6% | -46.7% | +43.1% | +0.3% |
| 3M | +0.1% | -52.0% | +52.1% | +4.6% |
| 6M | -3.2% | -54.3% | +51.0% | +0.7% |
| YTD | +63.4% | -55.5% | +118.8% | +68.3% |
| 1Y | +75.6% | -50.5% | +126.1% | +79.1% |
| 3Y | +104.0% | +706.2% | -602.2% | +89.5% |
| All | +104.0% | +688.5% | -584.5% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling