+292.0%
ASX vs BTSG
+476.3%
-184.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.7% | +7.8% |
| 7D | -12.3% | +4.4% | -16.6% | -12.9% |
| 30D | -26.0% | +8.5% | -34.5% | -27.4% |
| 3M | -8.1% | +10.8% | -18.9% | -10.7% |
| 6M | +1.4% | +26.1% | -24.7% | -5.1% |
| YTD | +115.6% | +84.6% | +30.9% | +83.7% |
| 1Y | +128.0% | +108.7% | +19.4% | +88.9% |
| All | +292.0% | +476.3% | -184.2% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling