+48.7%
TMUS vs ITUB
+182.0%
-133.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.4% |
| 7D | +9.5% | +4.9% | +4.6% | +9.1% |
| 30D | +13.8% | -27.2% | +41.0% | +16.5% |
| 3M | -4.6% | -6.1% | +1.5% | -5.1% |
| 6M | -11.7% | -10.7% | -1.0% | -11.8% |
| YTD | -15.4% | +5.5% | -20.9% | -17.8% |
| 1Y | -16.1% | +7.8% | -24.0% | -18.9% |
| 3Y | +20.5% | +75.0% | -54.5% | +7.4% |
| 5Y | +48.7% | +178.6% | -129.8% | +21.4% |
| All | +48.7% | +182.0% | -133.2% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling