+123.1%
ASML vs BTSG
+154.4%
-31.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.0% |
| 7D | +6.0% | +5.7% | +0.2% | +4.2% |
| 30D | +1.4% | +0.2% | +1.2% | +1.1% |
| 3M | +1.0% | +5.6% | -4.6% | -2.1% |
| 6M | +37.0% | +50.8% | -13.8% | +18.1% |
| YTD | +65.8% | +67.0% | -1.3% | +40.2% |
| 1Y | +123.1% | +145.5% | -22.4% | +85.2% |
| All | +123.1% | +154.4% | -31.3% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BTSG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling