+239.9%
TMUS vs ITUB
+169.9%
+70.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +6.5% | +1.1% | +5.4% | +6.3% |
| 30D | +11.3% | -25.4% | +36.7% | +15.5% |
| 3M | -2.9% | -0.3% | -2.6% | -4.0% |
| 6M | -10.5% | -8.0% | -2.6% | -10.6% |
| YTD | -14.4% | +5.2% | -19.6% | -17.0% |
| 1Y | -17.9% | +7.4% | -25.3% | -20.7% |
| 3Y | +21.9% | +74.5% | -52.7% | +6.9% |
| 5Y | +52.1% | +175.8% | -123.7% | +20.3% |
| All | +239.9% | +169.9% | +70.0% | +172.6% |
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 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