-21.2%
TMUS vs ITUB
+9.0%
-30.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +3.3% |
| 7D | +7.5% | -1.6% | +9.1% | +7.4% |
| 30D | -3.3% | -26.6% | +23.3% | -4.9% |
| 3M | -9.7% | -11.1% | +1.4% | -10.9% |
| 6M | -17.2% | -13.1% | -4.1% | -18.6% |
| YTD | -20.3% | +3.9% | -24.2% | -24.2% |
| 1Y | -21.2% | +9.8% | -31.0% | -27.7% |
| All | -21.2% | +9.0% | -30.2% | -27.7% |
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 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