+84.4%
TSM vs ITUB
+30.8%
+53.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.2% |
| 7D | +2.7% | +8.7% | -6.0% | -1.2% |
| 30D | +3.6% | -0.7% | +4.3% | +3.9% |
| 3M | -3.4% | +7.8% | -11.2% | -7.1% |
| 6M | +20.6% | -3.4% | +24.0% | +21.5% |
| YTD | +41.9% | +16.3% | +25.6% | +36.3% |
| 1Y | +84.4% | +29.8% | +54.5% | +63.5% |
| All | +84.4% | +30.8% | +53.6% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling