+1,282.5%
TSEM vs ITUB
+220.1%
+1,062.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -4.9% | +2.2% | -7.1% | -5.4% |
| 30D | -18.7% | +12.6% | -31.4% | -21.3% |
| 3M | -18.1% | +6.4% | -24.5% | -19.6% |
| 6M | +77.1% | +0.6% | +76.5% | +76.5% |
| YTD | +80.1% | +18.8% | +61.3% | +72.7% |
| 1Y | +220.4% | +31.0% | +189.4% | +200.1% |
| 3Y | +650.1% | +118.1% | +532.0% | +514.6% |
| 5Y | +628.9% | +193.0% | +435.8% | +433.7% |
| All | +1,282.5% | +220.1% | +1,062.4% | +880.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling