+38.8%
TMUS vs ITUB
+125.3%
-86.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -0.3% | +8.2% | -8.5% | -0.7% |
| 30D | +3.1% | +4.7% | -1.6% | +2.9% |
| 3M | +2.4% | +13.0% | -10.6% | +1.8% |
| 6M | -17.1% | +4.2% | -21.2% | -17.5% |
| YTD | -9.1% | +18.6% | -27.6% | -11.1% |
| 1Y | -23.6% | +31.3% | -54.9% | -26.2% |
| 3Y | +38.8% | +124.9% | -86.0% | +20.4% |
| All | +38.8% | +125.3% | -86.5% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling