-25.4%
TMUS vs ITUB
+28.5%
-53.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.5% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +0.1% | +2.6% | -2.5% | +0.1% |
| 3M | -0.6% | +8.4% | -9.0% | +0.1% |
| 6M | -17.5% | -0.5% | -17.0% | -17.7% |
| YTD | -11.3% | +15.3% | -26.5% | -13.4% |
| 1Y | -25.4% | +28.7% | -54.1% | -27.6% |
| All | -25.4% | +28.5% | -53.9% | -27.6% |
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 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