+24,401.0%
TSLA vs ITUB
+151.1%
+24,249.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | +8.9% | +1.9% | +7.0% | +8.3% |
| 30D | +6.3% | -22.2% | +28.5% | +12.7% |
| 3M | +14.8% | +2.7% | +12.1% | +11.8% |
| 6M | -12.4% | -3.0% | -9.4% | -13.3% |
| YTD | -13.2% | +7.5% | -20.7% | -16.9% |
| 1Y | -2.9% | +10.5% | -13.4% | -7.9% |
| 3Y | +74.4% | +81.0% | -6.6% | +43.4% |
| 5Y | +13.3% | +181.8% | -168.5% | -18.7% |
| 10Y | +3,004.2% | +170.2% | +2,834.0% | +1,968.9% |
| All | +24,401.0% | +151.1% | +24,249.9% | +17,005.3% |
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