+56.5%
TEL vs ITUB
+186.2%
-129.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | -0.7% | +12.6% | -13.3% | -3.5% |
| 3M | +2.4% | +6.4% | -4.0% | +0.5% |
| 6M | +4.1% | +0.6% | +3.5% | +3.5% |
| YTD | -5.8% | +18.8% | -24.7% | -9.7% |
| 1Y | +0.9% | +31.0% | -30.1% | -5.4% |
| 3Y | +72.6% | +118.1% | -45.5% | +43.5% |
| All | +56.5% | +186.2% | -129.6% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling