+83.0%
TSEM vs ITUB
+1,767.9%
-1,684.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -7.5% |
| 7D | +7.0% | +1.9% | +5.1% | +6.5% |
| 30D | -29.8% | -22.2% | -7.6% | -26.0% |
| 3M | -41.9% | +2.7% | -44.6% | -43.2% |
| 6M | -45.8% | -3.0% | -42.8% | -46.2% |
| YTD | +25.1% | +7.5% | +17.6% | +21.1% |
| 1Y | +48.2% | +10.5% | +37.8% | +42.5% |
| 3Y | +476.5% | +81.0% | +395.5% | +382.2% |
| 5Y | +301.4% | +181.8% | +119.6% | +189.7% |
| 10Y | +812.9% | +170.2% | +642.8% | +516.0% |
| All | +83.0% | +1,767.9% | -1,684.8% | -15.4% |
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 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