+173.9%
TSEM vs ITUB
+1,959.7%
-1,785.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | +10.4% | +8.2% | +2.2% | +8.2% |
| 30D | -12.9% | +4.7% | -17.6% | -14.1% |
| 3M | -9.2% | +13.0% | -22.2% | -12.1% |
| 6M | +98.8% | +4.2% | +94.6% | +96.6% |
| YTD | +87.2% | +18.6% | +68.6% | +79.3% |
| 1Y | +239.0% | +31.3% | +207.7% | +216.4% |
| 3Y | +679.5% | +124.9% | +554.6% | +525.5% |
| 5Y | +667.3% | +195.6% | +471.7% | +453.2% |
| 10Y | +1,301.0% | +196.4% | +1,104.6% | +833.6% |
| All | +173.9% | +1,959.7% | -1,785.8% | +25.3% |
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