+285.0%
TSM vs ITUB
+186.4%
+98.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.1% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.0% | +2.6% | +1.5% | +3.2% |
| 3M | +2.0% | +8.4% | -6.4% | -0.4% |
| 6M | +25.5% | -0.5% | +26.0% | +25.3% |
| YTD | +44.0% | +15.3% | +28.7% | +39.2% |
| 1Y | +75.4% | +28.7% | +46.7% | +65.1% |
| 3Y | +406.7% | +118.7% | +288.1% | +322.6% |
| 5Y | +285.0% | +182.7% | +102.3% | +195.8% |
| All | +285.0% | +186.4% | +98.6% | +195.8% |
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