-8.6%
TEL vs ITUB
+9.0%
-17.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.3% |
| 7D | -0.5% | -1.6% | +1.2% | -0.2% |
| 30D | +0.6% | -26.6% | +27.2% | +5.4% |
| 3M | +2.0% | -11.1% | +13.0% | +0.9% |
| 6M | +8.1% | -13.1% | +21.2% | +7.4% |
| YTD | -2.2% | +3.9% | -6.0% | -5.6% |
| 1Y | -8.6% | +9.8% | -18.3% | -16.9% |
| All | -8.6% | +9.0% | -17.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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