-19.1%
TMUS vs ITUB
+8.3%
-27.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.5% |
| 7D | +4.9% | +1.9% | +3.0% | +5.0% |
| 30D | +7.7% | -22.2% | +29.9% | +6.2% |
| 3M | -6.8% | +2.7% | -9.5% | -7.2% |
| 6M | -9.7% | -3.0% | -6.7% | -10.2% |
| YTD | -15.0% | +7.5% | -22.5% | -18.6% |
| 1Y | -19.1% | +10.5% | -29.6% | -22.9% |
| All | -19.1% | +8.3% | -27.4% | -22.9% |
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