+10.6%
TMO vs ITUB
+186.2%
-175.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | +2.2% | -2.9% | -1.0% |
| 30D | +1.1% | +12.6% | -11.5% | -0.7% |
| 3M | +28.3% | +6.4% | +21.9% | +26.8% |
| 6M | +23.3% | +0.6% | +22.7% | +22.8% |
| YTD | +5.5% | +18.8% | -13.4% | +2.3% |
| 1Y | +24.5% | +31.0% | -6.5% | +18.9% |
| 3Y | +19.6% | +118.1% | -98.5% | +4.7% |
| All | +10.6% | +186.2% | -175.6% | -5.6% |
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