+317.8%
TMUS vs ITUB
+197.6%
+120.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.0% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +0.1% | +2.6% | -2.5% | -0.4% |
| 3M | -0.6% | +8.4% | -9.0% | -2.0% |
| 6M | -17.5% | -0.5% | -17.0% | -17.9% |
| YTD | -11.3% | +15.3% | -26.5% | -14.1% |
| 1Y | -25.4% | +28.7% | -54.1% | -29.2% |
| 3Y | +35.5% | +118.7% | -83.1% | +15.9% |
| 5Y | +41.9% | +182.7% | -140.8% | +13.3% |
| 10Y | +317.8% | +207.6% | +110.2% | +213.8% |
| All | +317.8% | +197.6% | +120.2% | +213.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling