+208.2%
ITUB vs TDY
+479.2%
-271.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.2% |
| 7D | +2.2% | -1.1% | +3.3% | +2.7% |
| 30D | +12.6% | -12.0% | +24.7% | +19.2% |
| 3M | +6.4% | -3.2% | +9.6% | +7.6% |
| 6M | +0.6% | -7.9% | +8.5% | +3.8% |
| YTD | +18.8% | +18.2% | +0.6% | +9.6% |
| 1Y | +31.0% | +6.7% | +24.4% | +26.1% |
| 3Y | +118.1% | +47.5% | +70.5% | +76.7% |
| 5Y | +193.0% | +39.5% | +153.5% | +138.0% |
| All | +208.2% | +479.2% | -271.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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