+331.5%
ASX vs BTSG
+505.2%
-173.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | +0.8% | +4.0% | -3.2% | +0.1% |
| 30D | -20.4% | +15.3% | -35.7% | -23.2% |
| 3M | -2.1% | +25.4% | -27.6% | -7.9% |
| 6M | +8.2% | +31.9% | -23.7% | +0.1% |
| YTD | +137.3% | +93.9% | +43.4% | +99.5% |
| 1Y | +155.0% | +114.2% | +40.9% | +109.6% |
| All | +331.5% | +505.2% | -173.7% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling