+668.9%
TEL vs ITUB
+211.3%
+457.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.8% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -4.1% | +2.6% | -6.7% | -5.1% |
| 3M | -2.6% | +8.4% | -11.0% | -5.7% |
| 6M | 0.0% | -0.5% | +0.6% | -0.4% |
| YTD | -9.1% | +15.3% | -24.3% | -13.9% |
| 1Y | -0.8% | +28.7% | -29.5% | -9.7% |
| 3Y | +67.4% | +118.7% | -51.3% | +25.1% |
| 5Y | +51.8% | +182.7% | -130.9% | -0.4% |
| 10Y | +299.4% | +207.6% | +91.8% | +124.4% |
| All | +668.9% | +211.3% | +457.7% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling