+1,714.8%
ITUB vs TCOM
+2,658.7%
-943.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | +8.2% | -7.6% | +15.9% | +10.5% |
| 30D | +4.7% | -12.2% | +16.9% | +8.3% |
| 3M | +13.0% | -14.2% | +27.2% | +17.1% |
| 6M | +4.2% | -25.0% | +29.2% | +11.8% |
| YTD | +18.6% | -43.7% | +62.2% | +36.4% |
| 1Y | +31.3% | -44.5% | +75.8% | +51.3% |
| 3Y | +124.9% | +13.4% | +111.5% | +100.7% |
| 5Y | +195.6% | +26.5% | +169.1% | +130.8% |
| 10Y | +196.4% | -10.3% | +206.7% | +138.2% |
| All | +1,714.8% | +2,658.7% | -943.8% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling