+43.0%
TMUS vs ITUB
+181.4%
-138.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -0.3% | +8.2% | -8.5% | -1.2% |
| 30D | +3.1% | +4.7% | -1.6% | +2.5% |
| 3M | +2.4% | +13.0% | -10.6% | +0.9% |
| 6M | -17.1% | +4.2% | -21.2% | -17.8% |
| YTD | -9.1% | +18.6% | -27.6% | -11.9% |
| 1Y | -23.6% | +31.3% | -54.9% | -27.2% |
| 3Y | +38.8% | +124.9% | -86.0% | +20.2% |
| 5Y | +43.0% | +195.6% | -152.7% | +14.5% |
| All | +43.0% | +181.4% | -138.4% | +14.5% |
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