+237.8%
TMUS vs ITUB
+175.8%
+62.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +4.9% | +1.9% | +3.0% | +4.6% |
| 30D | +7.7% | -22.2% | +29.9% | +11.1% |
| 3M | -6.8% | +2.7% | -9.5% | -8.3% |
| 6M | -9.7% | -3.0% | -6.7% | -10.5% |
| YTD | -15.0% | +7.5% | -22.5% | -17.7% |
| 1Y | -19.1% | +10.5% | -29.6% | -22.2% |
| 3Y | +21.4% | +81.0% | -59.6% | +5.9% |
| 5Y | +51.2% | +181.8% | -130.6% | +19.2% |
| All | +237.8% | +175.8% | +62.0% | +170.1% |
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 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