+164.2%
TXN vs ASTS
+537.8%
-373.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -0.1% | +7.3% | -7.4% | -0.6% |
| 30D | -6.9% | -8.9% | +1.9% | -6.4% |
| 3M | -14.9% | -41.9% | +27.0% | -12.3% |
| 6M | +29.0% | -40.6% | +69.6% | +31.7% |
| YTD | +51.5% | -14.2% | +65.7% | +49.4% |
| 1Y | +41.6% | +48.9% | -7.3% | +32.9% |
| 3Y | +65.8% | +1,461.7% | -1,395.8% | +23.7% |
| 5Y | +56.8% | +404.1% | -347.3% | +20.2% |
| All | +164.2% | +537.8% | -373.6% | +97.4% |
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