+3,219.0%
TMO vs ITUB
+1,964.7%
+1,254.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | +2.2% | -2.9% | -1.1% |
| 30D | +1.1% | +12.6% | -11.5% | -1.5% |
| 3M | +28.3% | +6.4% | +21.9% | +26.3% |
| 6M | +23.3% | +0.6% | +22.7% | +22.6% |
| YTD | +5.5% | +18.8% | -13.4% | +0.9% |
| 1Y | +24.5% | +31.0% | -6.5% | +16.5% |
| 3Y | +19.6% | +118.1% | -98.5% | -1.0% |
| 5Y | +8.1% | +193.0% | -184.9% | -18.3% |
| 10Y | +336.7% | +217.1% | +119.6% | +194.5% |
| All | +3,219.0% | +1,964.7% | +1,254.3% | +1,259.1% |
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