+39.3%
ASML vs BTSG
+104.4%
-65.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.1% | +4.5% |
| 7D | -9.0% | +0.4% | -9.4% | -8.9% |
| 30D | -21.0% | +5.3% | -26.2% | -21.8% |
| 3M | -16.3% | +10.8% | -27.1% | -18.9% |
| 6M | -7.5% | +27.3% | -34.8% | -16.6% |
| YTD | +34.0% | +79.3% | -45.3% | +7.4% |
| 1Y | +39.3% | +106.0% | -66.7% | +13.0% |
| All | +39.3% | +104.4% | -65.1% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling