+32.9%
TSLA vs ITUB
+120.1%
-87.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.5% |
| 7D | -3.4% | +1.0% | -4.4% | -3.9% |
| 30D | +9.2% | +10.7% | -1.5% | +3.9% |
| 3M | -4.7% | +10.1% | -14.8% | -9.2% |
| 6M | -8.9% | -0.1% | -8.8% | -9.4% |
| YTD | -19.2% | +18.4% | -37.6% | -26.7% |
| 1Y | +4.5% | +31.3% | -26.7% | -10.6% |
| All | +32.9% | +120.1% | -87.2% | -15.6% |
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