+1,844.4%
ITUB vs TAP
+139.1%
+1,705.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +8.7% | -2.3% | +11.0% | +9.9% |
| 30D | -0.7% | -2.1% | +1.5% | +0.1% |
| 3M | +7.8% | +6.6% | +1.2% | +3.4% |
| 6M | -3.4% | -11.5% | +8.1% | +1.1% |
| YTD | +16.3% | -10.3% | +26.5% | +20.0% |
| 1Y | +29.8% | -14.4% | +44.2% | +36.1% |
| 3Y | +111.1% | -28.3% | +139.4% | +134.8% |
| 5Y | +173.6% | +1.7% | +171.8% | +141.9% |
| 10Y | +193.2% | -49.2% | +242.5% | +254.5% |
| All | +1,844.4% | +139.1% | +1,705.3% | +1,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling