+47.6%
TSLA vs ITUB
+186.2%
-138.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | +2.2% | +1.0% | +2.2% |
| 30D | +11.6% | +12.6% | -1.0% | +6.2% |
| 3M | -8.4% | +6.4% | -14.9% | -10.9% |
| 6M | -10.4% | +0.6% | -11.0% | -11.0% |
| YTD | -18.7% | +18.8% | -37.6% | -25.0% |
| 1Y | -0.9% | +31.0% | -31.9% | -12.4% |
| 3Y | +33.6% | +118.1% | -84.5% | -4.1% |
| All | +47.6% | +186.2% | -138.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling