+22,131.9%
TSLA vs ITUB
+171.6%
+21,960.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.7% |
| 7D | +1.5% | +8.7% | -7.2% | -0.9% |
| 30D | +10.1% | -0.7% | +10.8% | +10.2% |
| 3M | -15.4% | +7.8% | -23.2% | -17.2% |
| 6M | -12.8% | -3.4% | -9.4% | -12.1% |
| YTD | -21.3% | +16.3% | -37.5% | -24.9% |
| 1Y | +4.6% | +29.8% | -25.2% | -3.5% |
| 3Y | +44.5% | +111.1% | -66.6% | +15.9% |
| 5Y | +44.8% | +173.6% | -128.7% | +6.0% |
| 10Y | +2,585.4% | +193.2% | +2,392.2% | +1,675.1% |
| All | +22,131.9% | +171.6% | +21,960.3% | +15,351.2% |
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