+637.8%
TSEM vs ITUB
+120.1%
+517.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.9% |
| 7D | +0.9% | +1.0% | 0.0% | +0.5% |
| 30D | -16.6% | +10.7% | -27.3% | -19.7% |
| 3M | -10.9% | +10.1% | -21.0% | -14.1% |
| 6M | +78.0% | -0.1% | +78.1% | +77.1% |
| YTD | +77.2% | +18.4% | +58.8% | +70.0% |
| 1Y | +207.6% | +31.3% | +176.3% | +188.3% |
| All | +637.8% | +120.1% | +517.8% | +507.9% |
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 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