+291.7%
TMUS vs ITUB
+234.9%
+56.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.8% |
| 7D | +9.5% | +4.9% | +4.6% | +8.1% |
| 30D | +13.8% | -27.2% | +41.0% | +22.7% |
| 3M | -4.6% | -6.1% | +1.5% | -4.8% |
| 6M | -11.7% | -10.7% | -1.0% | -11.0% |
| YTD | -15.4% | +5.5% | -20.9% | -19.5% |
| 1Y | -16.1% | +7.8% | -24.0% | -20.9% |
| 3Y | +20.5% | +75.0% | -54.5% | -3.3% |
| 5Y | +48.7% | +178.6% | -129.8% | +0.2% |
| 10Y | +240.8% | +162.9% | +77.9% | +103.5% |
| All | +291.7% | +234.9% | +56.8% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling