+2,664.3%
TSLA vs ITUB
+220.1%
+2,444.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | +2.2% | +1.0% | +2.5% |
| 30D | +11.6% | +12.6% | -1.0% | +7.4% |
| 3M | -8.4% | +6.4% | -14.9% | -10.3% |
| 6M | -10.4% | +0.6% | -11.0% | -10.8% |
| YTD | -18.7% | +18.8% | -37.6% | -23.4% |
| 1Y | -0.9% | +31.0% | -31.9% | -9.5% |
| 3Y | +33.6% | +118.1% | -84.5% | +4.3% |
| 5Y | +48.9% | +193.0% | -144.1% | +4.8% |
| All | +2,664.3% | +220.1% | +2,444.2% | +1,705.7% |
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