+208.2%
ITUB vs TCOM
-9.8%
+218.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +2.2% | -4.9% | +7.1% | +3.3% |
| 30D | +12.6% | -14.4% | +27.0% | +16.2% |
| 3M | +6.4% | -17.7% | +24.1% | +10.3% |
| 6M | +0.6% | -25.1% | +25.7% | +6.3% |
| YTD | +18.8% | -45.7% | +64.6% | +33.6% |
| 1Y | +31.0% | -47.9% | +78.9% | +48.2% |
| 3Y | +118.1% | +8.9% | +109.1% | +99.5% |
| 5Y | +193.0% | +26.9% | +166.2% | +139.4% |
| All | +208.2% | -9.8% | +218.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling