+124.9%
ITUB vs TAP
-31.5%
+156.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.5% |
| 7D | +8.2% | -2.3% | +10.6% | +8.5% |
| 30D | +4.7% | -9.4% | +14.1% | +5.9% |
| 3M | +13.0% | -0.8% | +13.8% | +12.8% |
| 6M | +4.2% | -14.7% | +18.9% | +6.2% |
| YTD | +18.6% | -13.9% | +32.5% | +20.2% |
| 1Y | +31.3% | -18.6% | +49.9% | +34.7% |
| 3Y | +124.9% | -32.0% | +156.9% | +137.0% |
| All | +124.9% | -31.5% | +156.4% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling